+319.5%
SN vs EOSE
+42.6%
+276.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.9% | -11.9% | -1.9% |
| 7D | -9.3% | +19.0% | -28.4% | -10.6% |
| 30D | -4.8% | +1.6% | -6.4% | -5.2% |
| 3M | +40.4% | -52.0% | +92.4% | +47.0% |
| 6M | +50.9% | -42.5% | +93.5% | +53.8% |
| YTD | +54.9% | -66.1% | +121.1% | +61.8% |
| 1Y | +43.0% | -47.1% | +90.2% | +42.0% |
| 3Y | +391.8% | +0.8% | +391.0% | +325.8% |
| All | +319.5% | +42.6% | +276.9% | +273.6% |
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