-33.5%
SE vs EOSE
-60.6%
+27.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -5.2% | +1.8% | -7.0% | -5.5% |
| 30D | -17.1% | -6.8% | -10.2% | -16.8% |
| 3M | +24.0% | -36.3% | +60.3% | +28.7% |
| 6M | +21.0% | -38.8% | +59.7% | +23.9% |
| YTD | -16.7% | -65.5% | +48.8% | -11.4% |
| 1Y | -45.9% | -45.3% | -0.6% | -47.3% |
| 3Y | +177.8% | +44.2% | +133.7% | +104.1% |
| 5Y | -67.4% | -69.5% | +2.1% | -77.5% |
| All | -33.5% | -60.6% | +27.2% | -56.2% |
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