-60.8%
EOSE vs SM
+2,586.9%
-2,647.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +1.8% | +4.6% | -2.8% | +0.8% |
| 30D | -6.8% | +18.2% | -25.1% | -10.8% |
| 3M | -36.3% | +22.5% | -58.8% | -40.3% |
| 6M | -38.8% | +50.6% | -89.3% | -47.2% |
| YTD | -65.5% | +108.1% | -173.6% | -73.1% |
| 1Y | -45.3% | +46.0% | -91.3% | -53.2% |
| 3Y | +44.2% | +2.9% | +41.3% | +29.7% |
| 5Y | -69.5% | +112.6% | -182.1% | -76.8% |
| All | -60.8% | +2,586.9% | -2,647.6% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling