-69.2%
EOSE vs STZ
-37.5%
-31.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.7% | -4.7% |
| 7D | +14.0% | -4.1% | +18.1% | +15.7% |
| 30D | -5.9% | -7.6% | +1.7% | -3.1% |
| 3M | -34.3% | -12.3% | -22.0% | -31.3% |
| 6M | -37.8% | -16.3% | -21.4% | -33.4% |
| YTD | -65.2% | -8.4% | -56.8% | -65.7% |
| 1Y | -41.9% | -10.8% | -31.1% | -42.0% |
| 3Y | +44.6% | -49.0% | +93.5% | +108.9% |
| 5Y | -69.2% | -36.5% | -32.7% | -65.2% |
| All | -69.2% | -37.5% | -31.7% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling