-81.0%
EOSE vs STZ
-3.1%
-78.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | +9.8% | +2.6% | +7.2% | +8.6% |
| 30D | -2.1% | +15.2% | -17.2% | -8.1% |
| 3M | -54.1% | +7.6% | -61.7% | -56.0% |
| 6M | -76.9% | +5.3% | -82.2% | -78.0% |
| YTD | -83.3% | +8.6% | -92.0% | -84.8% |
| 1Y | -87.4% | +15.6% | -103.0% | -89.0% |
| 3Y | +61.9% | -35.2% | +97.0% | +98.0% |
| 5Y | -82.1% | -29.1% | -53.0% | -78.8% |
| All | -81.0% | -3.1% | -78.0% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling