+309.7%
SN vs EOSE
+52.6%
+257.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -3.1% |
| 7D | -3.4% | +15.0% | -18.4% | -4.5% |
| 30D | -9.1% | +2.5% | -11.5% | -9.5% |
| 3M | +31.8% | -33.7% | +65.5% | +34.6% |
| 6M | +52.0% | -32.7% | +84.8% | +53.1% |
| YTD | +51.3% | -63.8% | +115.1% | +57.2% |
| 1Y | +46.9% | -40.5% | +87.4% | +44.4% |
| 3Y | +394.9% | +50.4% | +344.6% | +324.5% |
| All | +309.7% | +52.6% | +257.1% | +262.9% |
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