-60.8%
EOSE vs SPYG
+157.5%
-218.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -2.5% |
| 7D | +1.8% | -0.9% | +2.7% | +3.4% |
| 30D | -6.8% | -1.5% | -5.3% | -3.8% |
| 3M | -36.3% | +3.7% | -40.0% | -39.2% |
| 6M | -38.8% | +16.4% | -55.2% | -50.7% |
| YTD | -65.5% | +13.3% | -78.9% | -70.2% |
| 1Y | -45.3% | +17.9% | -63.2% | -54.8% |
| 3Y | +44.2% | +98.3% | -54.2% | -51.2% |
| 5Y | -69.5% | +86.4% | -155.9% | -88.0% |
| All | -60.8% | +157.5% | -218.3% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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