-61.5%
EOSE vs STLA
-28.9%
-32.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.3% | +9.6% | +10.3% |
| 7D | +19.0% | +2.6% | +16.4% | +17.6% |
| 30D | +1.6% | -1.2% | +2.8% | +2.0% |
| 3M | -52.0% | -24.8% | -27.2% | -46.0% |
| 6M | -42.5% | -25.6% | -16.9% | -34.8% |
| YTD | -66.1% | -48.9% | -17.2% | -56.9% |
| 1Y | -47.1% | -38.8% | -8.4% | -38.9% |
| 3Y | +0.8% | -64.5% | +65.3% | +45.6% |
| 5Y | -71.7% | -62.4% | -9.2% | -64.8% |
| All | -61.5% | -28.9% | -32.6% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling