-82.7%
EOSE vs SWK
-16.3%
-66.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.4% | -6.0% | -6.5% |
| 7D | -8.4% | +11.3% | -19.7% | -14.0% |
| 30D | -31.0% | +31.5% | -62.4% | -42.0% |
| 3M | -57.0% | +14.4% | -71.5% | -60.4% |
| 6M | -78.3% | +46.4% | -124.7% | -82.9% |
| YTD | -84.8% | +61.6% | -146.4% | -89.1% |
| 1Y | -90.9% | +78.7% | -169.7% | -93.9% |
| 3Y | +35.9% | +54.4% | -18.5% | -2.0% |
| 5Y | -84.1% | -25.3% | -58.7% | -84.4% |
| All | -82.7% | -16.3% | -66.5% | -83.2% |
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