+86.7%
SO vs EOSE
-61.3%
+148.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.9% | -11.6% | -0.8% |
| 7D | -0.2% | +19.0% | -19.2% | -0.2% |
| 30D | -4.6% | +1.6% | -6.1% | -4.6% |
| 3M | -3.0% | -52.0% | +48.9% | -2.9% |
| 6M | -8.3% | -42.5% | +34.3% | -8.2% |
| YTD | +3.5% | -66.1% | +69.7% | +3.7% |
| 1Y | -0.9% | -47.1% | +46.2% | -1.2% |
| 3Y | +45.4% | +0.8% | +44.6% | +42.4% |
| 5Y | +59.6% | -71.7% | +131.3% | +48.9% |
| All | +86.7% | -61.3% | +148.0% | +84.6% |
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