+1.5%
SMR vs EOSE
+36.6%
-35.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.7% | -4.7% |
| 7D | +4.7% | +14.0% | -9.3% | +1.9% |
| 30D | +3.2% | -5.9% | +9.1% | +4.3% |
| 3M | +9.9% | -34.3% | +44.2% | +19.1% |
| 6M | -15.1% | -37.8% | +22.6% | -8.1% |
| YTD | -27.9% | -65.2% | +37.2% | -14.3% |
| 1Y | -70.2% | -41.9% | -28.3% | -67.5% |
| 3Y | +72.5% | +44.6% | +27.9% | +43.0% |
| All | +1.5% | +36.6% | -35.2% | -22.4% |
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 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