-84.8%
EOSE vs SWK
+87.6%
-172.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +13.1% | -0.5% | +4.5% |
| 7D | +9.7% | +17.9% | -8.2% | -0.9% |
| 30D | -34.6% | +31.9% | -66.5% | -44.8% |
| 3M | -50.8% | +16.6% | -67.4% | -55.4% |
| 6M | -66.5% | +61.1% | -127.6% | -73.8% |
| YTD | -81.3% | +64.2% | -145.5% | -86.9% |
| 1Y | -84.8% | +85.2% | -170.0% | -90.2% |
| All | -84.8% | +87.6% | -172.5% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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