-69.6%
EOSE vs SM
+108.4%
-178.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.8% | +4.6% | -2.8% | +0.6% |
| 30D | -6.8% | +18.2% | -25.1% | -11.3% |
| 3M | -36.3% | +22.5% | -58.8% | -40.8% |
| 6M | -38.8% | +50.6% | -89.3% | -48.8% |
| YTD | -65.5% | +108.1% | -173.6% | -74.5% |
| 1Y | -45.3% | +46.0% | -91.3% | -54.6% |
| 3Y | +44.2% | +2.9% | +41.3% | +26.9% |
| All | -69.6% | +108.4% | -178.0% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling