-69.2%
EOSE vs SPY
+79.8%
-149.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -2.5% |
| 7D | +14.0% | -2.0% | +16.0% | +19.2% |
| 30D | -5.9% | -1.7% | -4.2% | -1.9% |
| 3M | -34.3% | +4.7% | -39.0% | -39.8% |
| 6M | -37.8% | +12.5% | -50.3% | -49.7% |
| YTD | -65.2% | +11.7% | -76.9% | -70.9% |
| 1Y | -41.9% | +17.5% | -59.4% | -55.2% |
| 3Y | +44.6% | +76.6% | -32.0% | -54.2% |
| 5Y | -69.2% | +82.0% | -151.2% | -90.0% |
| All | -69.2% | +79.8% | -149.0% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling