-81.0%
EOSE vs SWK
-18.5%
-62.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +9.8% | -1.4% | +11.1% | +11.0% |
| 30D | -2.1% | +25.5% | -27.5% | -15.1% |
| 3M | -54.1% | +11.8% | -65.9% | -57.0% |
| 6M | -76.9% | +48.7% | -125.6% | -82.0% |
| YTD | -83.3% | +57.2% | -140.5% | -87.8% |
| 1Y | -87.4% | +75.3% | -162.7% | -91.5% |
| 3Y | +61.9% | +51.9% | +9.9% | +17.8% |
| 5Y | -82.1% | -30.7% | -51.3% | -81.9% |
| All | -81.0% | -18.5% | -62.5% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling