+333.5%
SPG vs EOSE
-60.6%
+394.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -1.2% | +1.8% | -3.0% | -1.3% |
| 30D | -6.1% | -6.8% | +0.7% | -6.0% |
| 3M | -3.6% | -36.3% | +32.6% | -2.3% |
| 6M | +10.4% | -38.8% | +49.2% | +11.2% |
| YTD | +14.4% | -65.5% | +79.9% | +17.1% |
| 1Y | +16.5% | -45.3% | +61.8% | +15.0% |
| 3Y | +106.8% | +44.2% | +62.6% | +80.7% |
| 5Y | +108.9% | -69.5% | +178.4% | +72.5% |
| All | +333.5% | -60.6% | +394.2% | +297.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling