+20.2%
SGOV vs EOSE
-60.6%
+80.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | 0.0% | +1.8% | -1.8% | 0.0% |
| 30D | +0.3% | -6.8% | +7.1% | +0.3% |
| 3M | +0.9% | -36.3% | +37.2% | +0.9% |
| 6M | +1.8% | -38.8% | +40.6% | +1.8% |
| YTD | +2.5% | -65.5% | +68.1% | +2.5% |
| 1Y | +3.8% | -45.3% | +49.1% | +3.8% |
| 3Y | +14.4% | +44.2% | -29.8% | +14.4% |
| 5Y | +20.2% | -69.5% | +89.7% | +20.2% |
| All | +20.2% | -60.6% | +80.8% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling