+19.1%
SHW vs EOSE
+44.0%
-24.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.9% |
| 7D | -4.5% | +14.0% | -18.5% | -4.7% |
| 30D | -12.7% | -5.9% | -6.8% | -12.7% |
| 3M | +4.7% | -34.3% | +39.0% | +5.2% |
| 6M | -3.4% | -37.8% | +34.3% | -3.3% |
| YTD | -1.3% | -65.2% | +63.8% | -0.5% |
| 1Y | -10.4% | -41.9% | +31.6% | -11.1% |
| All | +19.1% | +44.0% | -24.9% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling