-60.4%
EOSE vs SITM
+608.6%
-669.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.7% |
| 7D | +14.0% | +4.8% | +9.2% | +11.9% |
| 30D | -5.9% | -9.7% | +3.8% | -2.1% |
| 3M | -34.3% | -9.3% | -24.9% | -33.0% |
| 6M | -37.8% | +69.5% | -107.3% | -51.4% |
| YTD | -65.2% | +70.5% | -135.7% | -73.5% |
| 1Y | -41.9% | +145.3% | -187.2% | -62.4% |
| 3Y | +44.6% | +432.8% | -388.2% | -41.0% |
| 5Y | -69.2% | +174.0% | -243.2% | -85.6% |
| All | -60.4% | +608.6% | -669.0% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling