-60.8%
EOSE vs SNY
+18.7%
-79.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.8% | -3.3% | +5.1% | +2.8% |
| 30D | -6.8% | -2.2% | -4.7% | -6.2% |
| 3M | -36.3% | -3.0% | -33.3% | -36.0% |
| 6M | -38.8% | +2.7% | -41.5% | -39.7% |
| YTD | -65.5% | -6.8% | -58.7% | -65.2% |
| 1Y | -45.3% | -5.3% | -40.0% | -45.3% |
| 3Y | +44.2% | -9.8% | +53.9% | +44.0% |
| 5Y | -69.5% | +9.7% | -79.2% | -71.7% |
| All | -60.8% | +18.7% | -79.5% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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