-58.8%
EOSE vs SPXU
-95.1%
+36.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -2.4% |
| 7D | +15.0% | +1.3% | +13.7% | +15.8% |
| 30D | +2.5% | +5.1% | -2.6% | +6.9% |
| 3M | -33.7% | -9.1% | -24.6% | -36.2% |
| 6M | -32.7% | -29.6% | -3.2% | -43.1% |
| YTD | -63.8% | -27.7% | -36.1% | -67.8% |
| 1Y | -40.5% | -37.0% | -3.6% | -49.9% |
| 3Y | +50.4% | -80.2% | +130.5% | -29.2% |
| 5Y | -68.6% | -86.0% | +17.5% | -82.6% |
| All | -58.8% | -95.1% | +36.3% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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