-57.3%
EOSE vs SM
+2,562.9%
-2,620.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.6% | +7.2% | +9.9% |
| 7D | +41.4% | -0.2% | +41.6% | +41.5% |
| 30D | +3.6% | +31.5% | -27.9% | -3.5% |
| 3M | -35.7% | +17.3% | -53.1% | -39.1% |
| 6M | -29.9% | +48.5% | -78.4% | -39.4% |
| YTD | -62.5% | +106.3% | -168.7% | -70.7% |
| 1Y | -37.4% | +47.3% | -84.7% | -46.7% |
| 3Y | +55.8% | -1.4% | +57.2% | +42.0% |
| 5Y | -67.8% | +114.0% | -181.9% | -75.5% |
| All | -57.3% | +2,562.9% | -2,620.2% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling