-57.3%
EOSE vs SWK
-32.5%
-24.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.8% | +13.6% | +12.6% |
| 7D | +41.4% | +0.1% | +41.3% | +41.4% |
| 30D | +3.6% | -8.9% | +12.5% | +10.3% |
| 3M | -35.7% | +20.5% | -56.2% | -43.0% |
| 6M | -29.9% | +27.1% | -57.0% | -40.0% |
| YTD | -62.5% | +30.2% | -92.7% | -69.1% |
| 1Y | -37.4% | +24.8% | -62.2% | -47.5% |
| 3Y | +55.8% | +16.3% | +39.5% | +35.5% |
| 5Y | -67.8% | -40.1% | -27.7% | -63.8% |
| All | -57.3% | -32.5% | -24.8% | -52.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling