+449.1%
SN vs EOSE
-26.8%
+475.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.4% | -14.2% | -0.8% |
| 7D | +3.5% | -7.0% | +10.5% | +3.9% |
| 30D | +19.4% | -16.7% | +36.2% | +20.4% |
| 3M | +20.9% | -53.1% | +74.0% | +26.3% |
| 6M | +111.1% | -76.8% | +187.9% | +130.5% |
| YTD | +102.8% | -82.6% | +185.4% | +120.3% |
| 1Y | +146.2% | -89.3% | +235.4% | +175.9% |
| 3Y | +441.4% | +55.5% | +386.0% | +389.6% |
| All | +449.1% | -26.8% | +475.9% | +408.8% |
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