+45.5%
SHW vs EOSE
-57.1%
+102.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.8% | -13.1% | -2.6% |
| 7D | -1.2% | +41.4% | -42.6% | -2.2% |
| 30D | -11.6% | +3.6% | -15.2% | -11.8% |
| 3M | +9.1% | -35.7% | +44.8% | +10.0% |
| 6M | -0.7% | -29.9% | +29.2% | -0.7% |
| YTD | +1.4% | -62.5% | +63.8% | +2.6% |
| 1Y | -12.3% | -37.4% | +25.1% | -13.2% |
| 3Y | +23.4% | +55.8% | -32.4% | +13.6% |
| 5Y | +15.0% | -67.8% | +82.8% | -0.4% |
| All | +45.5% | -57.1% | +102.6% | +28.4% |
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 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