-82.0%
EOSE vs SWK
-18.7%
-63.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.2% | -6.8% | -7.6% |
| 7D | -3.7% | -2.0% | -1.8% | -2.3% |
| 30D | -22.0% | +24.6% | -46.6% | -32.0% |
| 3M | -57.3% | +10.8% | -68.1% | -59.8% |
| 6M | -77.7% | +46.1% | -123.7% | -82.4% |
| YTD | -84.2% | +56.8% | -141.0% | -88.4% |
| 1Y | -89.5% | +72.7% | -162.2% | -92.8% |
| 3Y | +41.4% | +49.9% | -8.5% | +4.0% |
| 5Y | -83.0% | -30.9% | -52.1% | -82.9% |
| All | -82.0% | -18.7% | -63.3% | -82.2% |
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 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