+68.6%
EOSE vs STZ
-35.6%
+104.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -1.0% | +15.3% | +14.5% |
| 7D | -7.0% | -0.9% | -6.1% | -6.9% |
| 30D | -16.7% | +14.9% | -31.7% | -17.7% |
| 3M | -53.1% | +8.4% | -61.5% | -53.3% |
| 6M | -76.8% | +2.8% | -79.6% | -76.8% |
| YTD | -82.6% | +7.5% | -90.2% | -83.1% |
| 1Y | -89.3% | +12.5% | -101.8% | -89.7% |
| All | +68.6% | -35.6% | +104.2% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling