-60.8%
EOSE vs SPY
+150.3%
-211.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -2.9% |
| 7D | +1.8% | -0.8% | +2.6% | +3.4% |
| 30D | -6.8% | -1.1% | -5.8% | -4.3% |
| 3M | -36.3% | +3.9% | -40.2% | -40.4% |
| 6M | -38.8% | +13.6% | -52.4% | -51.2% |
| YTD | -65.5% | +12.7% | -78.2% | -71.5% |
| 1Y | -45.3% | +17.5% | -62.8% | -57.5% |
| 3Y | +44.2% | +76.9% | -32.7% | -51.7% |
| 5Y | -69.5% | +83.6% | -153.1% | -89.7% |
| All | -60.8% | +150.3% | -211.1% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling