-87.3%
EOSE vs STZ
+15.5%
-102.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -0.6% | -11.5% | -12.3% |
| 7D | -5.1% | +11.8% | -16.8% | -2.7% |
| 30D | -42.3% | +26.0% | -68.3% | -39.6% |
| 3M | -50.8% | +11.5% | -62.3% | -49.2% |
| 6M | -69.8% | -2.0% | -67.9% | -68.6% |
| YTD | -83.6% | +7.9% | -91.5% | -84.4% |
| 1Y | -87.3% | +13.9% | -101.3% | -86.6% |
| All | -87.3% | +15.5% | -102.9% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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