+45.5%
SPGI vs EOSE
-57.1%
+102.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.8% | -14.0% | -3.6% |
| 7D | -2.5% | +41.4% | -43.9% | -3.8% |
| 30D | +5.4% | +3.6% | +1.8% | +5.1% |
| 3M | +9.0% | -35.7% | +44.8% | +10.3% |
| 6M | +0.8% | -29.9% | +30.6% | +0.8% |
| YTD | -12.6% | -62.5% | +49.9% | -11.0% |
| 1Y | -16.1% | -37.4% | +21.3% | -17.4% |
| 3Y | +19.0% | +55.8% | -36.8% | +6.1% |
| 5Y | +5.1% | -67.8% | +72.9% | -10.0% |
| All | +45.5% | -57.1% | +102.7% | +21.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling