-47.1%
EOSE vs SM
+36.8%
-83.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.1% | +13.9% | +10.1% |
| 7D | +19.0% | -0.5% | +19.5% | +19.0% |
| 30D | +1.6% | +25.6% | -24.0% | +7.5% |
| 3M | -52.0% | +8.0% | -60.0% | -50.4% |
| 6M | -42.5% | +50.8% | -93.3% | -38.7% |
| YTD | -66.1% | +97.9% | -164.0% | -63.3% |
| 1Y | -47.1% | +33.8% | -80.9% | -45.7% |
| All | -47.1% | +36.8% | -83.9% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling