+115.2%
SAP vs EOSE
-60.2%
+175.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -1.4% |
| 7D | -5.1% | +14.0% | -19.1% | -5.6% |
| 30D | -1.8% | -5.9% | +4.1% | -1.7% |
| 3M | +20.9% | -34.3% | +55.2% | +22.2% |
| 6M | +7.0% | -37.8% | +44.7% | +7.7% |
| YTD | -13.7% | -65.2% | +51.4% | -11.8% |
| 1Y | -19.6% | -41.9% | +22.4% | -20.3% |
| 3Y | +52.4% | +44.6% | +7.8% | +39.0% |
| 5Y | +54.4% | -69.2% | +123.6% | +39.9% |
| All | +115.2% | -60.2% | +175.4% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling