+60.6%
SPGI vs EOSE
-81.0%
+141.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.9% |
| 7D | +1.2% | +9.8% | -8.5% | +0.8% |
| 30D | +15.9% | -2.1% | +18.0% | +15.7% |
| 3M | +12.3% | -54.1% | +66.4% | +14.6% |
| 6M | +23.7% | -76.9% | +100.6% | +28.9% |
| YTD | -3.5% | -83.3% | +79.8% | +0.6% |
| 1Y | +0.4% | -87.4% | +87.9% | +5.7% |
| 3Y | +29.9% | +61.9% | -32.0% | +13.9% |
| 5Y | +15.2% | -82.1% | +97.3% | +0.8% |
| All | +60.6% | -81.0% | +141.5% | +36.6% |
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