+10.5%
SHW vs EOSE
-70.2%
+80.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.9% |
| 7D | -4.5% | +14.0% | -18.5% | -4.9% |
| 30D | -12.7% | -5.9% | -6.8% | -12.6% |
| 3M | +4.7% | -34.3% | +39.0% | +5.7% |
| 6M | -3.4% | -37.8% | +34.3% | -3.0% |
| YTD | -1.3% | -65.2% | +63.8% | +0.4% |
| 1Y | -10.4% | -41.9% | +31.6% | -11.3% |
| 3Y | +20.1% | +44.6% | -24.5% | +8.7% |
| 5Y | +10.5% | -69.2% | +79.7% | -4.5% |
| All | +10.5% | -70.2% | +80.7% | -4.5% |
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