+57.9%
SO vs EOSE
-69.1%
+126.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.7% |
| 7D | 0.0% | +15.0% | -14.9% | 0.0% |
| 30D | -2.5% | +2.5% | -5.0% | -2.5% |
| 3M | -4.2% | -33.7% | +29.5% | -4.0% |
| 6M | -7.7% | -32.7% | +25.1% | -7.6% |
| YTD | +3.8% | -63.8% | +67.6% | +4.2% |
| 1Y | +0.1% | -40.5% | +40.6% | -0.4% |
| 3Y | +44.2% | +50.4% | -6.2% | +38.9% |
| 5Y | +57.9% | -68.6% | +126.4% | +42.7% |
| All | +57.9% | -69.1% | +126.9% | +42.7% |
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