+51.5%
EOSE vs SM
-1.2%
+52.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | +15.0% | -0.2% | +15.2% | +15.0% |
| 30D | +2.5% | +20.3% | -17.8% | +1.0% |
| 3M | -33.7% | +22.9% | -56.6% | -35.0% |
| 6M | -32.7% | +47.8% | -80.6% | -37.2% |
| YTD | -63.8% | +107.5% | -171.2% | -68.6% |
| 1Y | -40.5% | +51.7% | -92.3% | -45.2% |
| All | +51.5% | -1.2% | +52.7% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling