+293.4%
SN vs EOSE
+46.7%
+246.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.7% |
| 7D | -7.2% | +14.0% | -21.2% | -8.2% |
| 30D | -13.4% | -5.9% | -7.5% | -13.3% |
| 3M | +26.8% | -34.3% | +61.1% | +29.6% |
| 6M | +44.6% | -37.8% | +82.3% | +46.4% |
| YTD | +45.3% | -65.2% | +110.5% | +51.4% |
| 1Y | +40.1% | -41.9% | +82.0% | +38.0% |
| 3Y | +375.3% | +44.6% | +330.7% | +308.8% |
| All | +293.4% | +46.7% | +246.7% | +249.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling