-35.7%
EOSE vs SM
+16.9%
-52.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.6% | +7.2% | +11.8% |
| 7D | +41.4% | -0.2% | +41.6% | +41.1% |
| 30D | +3.6% | +31.5% | -27.9% | +12.8% |
| 3M | -35.7% | +17.3% | -53.1% | -33.8% |
| All | -35.7% | +16.9% | -52.6% | -33.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling