-19.5%
SAP vs EOSE
-49.1%
+29.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.9% | -11.7% | -1.0% |
| 7D | -2.9% | +19.0% | -21.9% | -3.2% |
| 30D | +9.0% | +1.6% | +7.4% | +8.9% |
| 3M | +14.9% | -52.0% | +66.9% | +16.6% |
| 6M | +11.9% | -42.5% | +54.4% | +12.9% |
| YTD | -9.9% | -66.1% | +56.2% | -8.6% |
| 1Y | -19.5% | -47.1% | +27.6% | -22.3% |
| All | -19.5% | -49.1% | +29.5% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling