-2.8%
EOSE vs SWK
+46.0%
-48.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.1% | -7.2% |
| 7D | -7.9% | +11.0% | -19.0% | -13.4% |
| 30D | -43.9% | +30.1% | -73.9% | -51.9% |
| 3M | -55.8% | +14.7% | -70.5% | -59.1% |
| 6M | -73.4% | +44.5% | -117.9% | -78.4% |
| YTD | -84.8% | +59.4% | -144.2% | -88.7% |
| 1Y | -88.6% | +77.5% | -166.1% | -92.0% |
| 3Y | -2.8% | +49.5% | -52.3% | -22.5% |
| All | -2.8% | +46.0% | -48.8% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling