-81.3%
EOSE vs SWK
-15.1%
-66.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.8% | +5.2% | +6.2% |
| 7D | +6.8% | +10.7% | -3.9% | +0.4% |
| 30D | -25.4% | +33.3% | -58.7% | -37.9% |
| 3M | -54.7% | +14.7% | -69.4% | -58.3% |
| 6M | -76.5% | +48.5% | -125.0% | -81.8% |
| YTD | -83.6% | +63.9% | -147.5% | -88.3% |
| 1Y | -89.7% | +80.4% | -170.1% | -93.1% |
| 3Y | +38.7% | +58.1% | -19.4% | -1.7% |
| 5Y | -82.9% | -24.5% | -58.4% | -83.4% |
| All | -81.3% | -15.1% | -66.3% | -82.0% |
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