-98.7%
EOSU vs SPY
+10.9%
-109.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -3.1% |
| 7D | +28.1% | -0.4% | +28.4% | +28.4% |
| 30D | -5.5% | -1.4% | -4.1% | +7.2% |
| 3M | -67.9% | +3.7% | -71.6% | -74.5% |
| 6M | -77.2% | +13.0% | -90.2% | -88.6% |
| All | -98.7% | +10.9% | -109.6% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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