-61.5%
EOSE vs SWK
-30.6%
-30.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +10.0% | +10.3% |
| 7D | +19.0% | -0.4% | +19.5% | +19.7% |
| 30D | +1.6% | -5.7% | +7.3% | +6.0% |
| 3M | -52.0% | +24.1% | -76.1% | -58.1% |
| 6M | -42.5% | +24.7% | -67.2% | -50.1% |
| YTD | -66.1% | +33.9% | -100.1% | -72.6% |
| 1Y | -47.1% | +34.7% | -81.8% | -57.9% |
| 3Y | +0.8% | +15.3% | -14.5% | -11.6% |
| 5Y | -71.7% | -39.3% | -32.4% | -68.5% |
| All | -61.5% | -30.6% | -30.9% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling