-45.3%
EOSE vs SPXS
-36.2%
-9.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -4.3% |
| 7D | +1.8% | +2.5% | -0.7% | +5.2% |
| 30D | -6.8% | +4.2% | -11.0% | -0.6% |
| 3M | -36.3% | -9.3% | -27.0% | -41.8% |
| 6M | -38.8% | -30.7% | -8.1% | -57.0% |
| YTD | -65.5% | -28.1% | -37.5% | -73.1% |
| 1Y | -45.3% | -35.1% | -10.2% | -62.2% |
| All | -45.3% | -36.2% | -9.1% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling