+20.9%
SPG vs EOSE
-49.1%
+69.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.9% | -11.8% | -0.9% |
| 7D | -2.4% | +19.0% | -21.4% | -2.2% |
| 30D | -6.8% | +1.6% | -8.4% | -6.8% |
| 3M | +2.7% | -52.0% | +54.7% | +3.0% |
| 6M | +5.5% | -42.5% | +48.0% | +4.9% |
| YTD | +15.7% | -66.1% | +81.8% | +14.4% |
| 1Y | +20.9% | -47.1% | +68.0% | +24.7% |
| All | +20.9% | -49.1% | +69.9% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling