-84.8%
EOSE vs STLA
-53.0%
-31.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.8% | +8.8% | +11.8% |
| 7D | +9.7% | -0.6% | +10.4% | +9.7% |
| 30D | -34.6% | +3.6% | -38.1% | -35.3% |
| 3M | -50.8% | -20.6% | -30.2% | -49.5% |
| 6M | -66.5% | -34.3% | -32.1% | -64.6% |
| YTD | -81.3% | -57.3% | -24.0% | -80.0% |
| 1Y | -84.8% | -52.6% | -32.2% | -84.9% |
| All | -84.8% | -53.0% | -31.8% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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