-0.2%
SCHG vs EOSE
-86.9%
+86.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -12.1% | +6.6% | -4.7% |
| 7D | -6.8% | -5.1% | -1.7% | -6.5% |
| 30D | -11.2% | -42.3% | +31.2% | -8.6% |
| 3M | -7.4% | -50.8% | +43.4% | -4.2% |
| 6M | -1.0% | -69.8% | +68.8% | +4.4% |
| YTD | +0.9% | -83.6% | +84.5% | +7.6% |
| 1Y | -0.2% | -87.3% | +87.2% | +7.4% |
| All | -0.2% | -86.9% | +86.8% | +7.4% |
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