+11.1%
SMR vs EOSE
+47.3%
-36.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +10.8% | +4.4% | +12.9% |
| 7D | +21.4% | +41.4% | -20.1% | +12.3% |
| 30D | +13.8% | +3.6% | +10.2% | +12.7% |
| 3M | +3.9% | -35.7% | +39.6% | +13.0% |
| 6M | -4.2% | -29.9% | +25.7% | +1.1% |
| YTD | -21.1% | -62.5% | +41.4% | -7.7% |
| 1Y | -67.1% | -37.4% | -29.7% | -64.6% |
| 3Y | +88.9% | +55.8% | +33.1% | +54.1% |
| All | +11.1% | +47.3% | -36.1% | -16.4% |
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