-60.8%
EOSE vs STZ
-19.1%
-41.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +1.8% | -4.5% | +6.3% | +3.6% |
| 30D | -6.8% | -8.6% | +1.8% | -3.6% |
| 3M | -36.3% | -13.8% | -22.5% | -32.8% |
| 6M | -38.8% | -17.2% | -21.6% | -34.1% |
| YTD | -65.5% | -9.4% | -56.2% | -65.8% |
| 1Y | -45.3% | -11.9% | -33.4% | -44.8% |
| 3Y | +44.2% | -49.6% | +93.8% | +105.3% |
| 5Y | -69.5% | -37.2% | -32.3% | -62.0% |
| All | -60.8% | -19.1% | -41.7% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling