+56.2%
SAP vs EOSE
-69.1%
+125.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -1.0% |
| 7D | -0.3% | +15.0% | -15.2% | -0.9% |
| 30D | +0.3% | +2.5% | -2.2% | 0.0% |
| 3M | +16.9% | -33.7% | +50.6% | +18.1% |
| 6M | +6.3% | -32.7% | +39.1% | +6.7% |
| YTD | -12.4% | -63.8% | +51.4% | -10.6% |
| 1Y | -21.6% | -40.5% | +18.9% | -22.4% |
| 3Y | +54.8% | +50.4% | +4.4% | +40.9% |
| 5Y | +56.2% | -68.6% | +124.7% | +51.7% |
| All | +56.2% | -69.1% | +125.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling