-69.6%
EOSE vs SITM
+187.3%
-256.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -3.4% |
| 7D | +1.8% | +3.9% | -2.0% | -0.1% |
| 30D | -6.8% | -6.6% | -0.2% | -4.3% |
| 3M | -36.3% | -11.9% | -24.4% | -34.3% |
| 6M | -38.8% | +81.1% | -119.9% | -54.8% |
| YTD | -65.5% | +80.0% | -145.5% | -75.1% |
| 1Y | -45.3% | +145.8% | -191.1% | -66.3% |
| 3Y | +44.2% | +475.9% | -431.7% | -49.7% |
| All | -69.6% | +187.3% | -256.9% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling