+338.6%
SPG vs EOSE
-61.3%
+399.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.9% | -11.8% | -1.5% |
| 7D | -2.4% | +19.0% | -21.4% | -3.2% |
| 30D | -6.8% | +1.6% | -8.4% | -7.1% |
| 3M | +2.7% | -52.0% | +54.7% | +5.5% |
| 6M | +5.5% | -42.5% | +48.0% | +6.5% |
| YTD | +15.7% | -66.1% | +81.8% | +18.6% |
| 1Y | +20.9% | -47.1% | +68.0% | +19.5% |
| 3Y | +112.4% | +0.8% | +111.6% | +89.4% |
| 5Y | +101.4% | -71.7% | +173.0% | +66.6% |
| All | +338.6% | -61.3% | +399.9% | +302.8% |
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 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