-69.2%
EOSE vs STLA
-63.7%
-5.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +14.0% | -3.8% | +17.8% | +15.7% |
| 30D | -5.9% | -3.1% | -2.8% | -4.8% |
| 3M | -34.3% | -19.6% | -14.6% | -28.6% |
| 6M | -37.8% | -23.5% | -14.3% | -30.4% |
| YTD | -65.2% | -51.5% | -13.7% | -55.0% |
| 1Y | -41.9% | -39.7% | -2.3% | -33.1% |
| 3Y | +44.6% | -66.3% | +110.9% | +112.0% |
| 5Y | -69.2% | -63.1% | -6.0% | -64.1% |
| All | -69.2% | -63.7% | -5.5% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling