+108.7%
SPG vs EOSE
-70.2%
+179.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +0.3% |
| 7D | -2.2% | +14.0% | -16.2% | -2.9% |
| 30D | -5.8% | -5.9% | +0.1% | -5.7% |
| 3M | -2.8% | -34.3% | +31.5% | -1.5% |
| 6M | +8.9% | -37.8% | +46.6% | +9.6% |
| YTD | +14.3% | -65.2% | +79.5% | +17.2% |
| 1Y | +19.5% | -41.9% | +61.4% | +17.2% |
| 3Y | +106.9% | +44.6% | +62.3% | +77.2% |
| 5Y | +108.7% | -69.2% | +177.9% | +87.8% |
| All | +108.7% | -70.2% | +179.0% | +87.8% |
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 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