-60.8%
EOSE vs STLA
-30.9%
-29.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.0% |
| 7D | +1.8% | -2.9% | +4.7% | +2.9% |
| 30D | -6.8% | +0.9% | -7.8% | -7.3% |
| 3M | -36.3% | -21.6% | -14.7% | -29.8% |
| 6M | -38.8% | -21.6% | -17.1% | -32.0% |
| YTD | -65.5% | -50.4% | -15.1% | -55.6% |
| 1Y | -45.3% | -43.6% | -1.7% | -34.4% |
| 3Y | +44.2% | -66.4% | +110.6% | +113.8% |
| 5Y | -69.5% | -62.3% | -7.2% | -62.4% |
| All | -60.8% | -30.9% | -29.8% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling