-57.3%
EOSE vs SWK
-33.1%
-24.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.6% | +14.5% | +13.1% |
| 7D | +41.4% | -0.7% | +42.2% | +42.1% |
| 30D | +3.6% | -9.7% | +13.3% | +10.8% |
| 3M | -35.7% | +19.5% | -55.2% | -42.7% |
| 6M | -29.9% | +26.0% | -55.9% | -39.7% |
| YTD | -62.5% | +29.1% | -91.5% | -69.0% |
| 1Y | -37.4% | +23.7% | -61.1% | -47.3% |
| 3Y | +55.8% | +15.3% | +40.5% | +36.2% |
| 5Y | -67.8% | -40.6% | -27.2% | -63.6% |
| All | -57.3% | -33.1% | -24.2% | -52.2% |
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