+39.1%
SPGI vs EOSE
-60.2%
+99.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.8% |
| 7D | -8.9% | +14.0% | -22.9% | -9.4% |
| 30D | +0.6% | -5.9% | +6.5% | +0.7% |
| 3M | +2.0% | -34.3% | +36.2% | +3.0% |
| 6M | +0.1% | -37.8% | +37.8% | +0.5% |
| YTD | -16.4% | -65.2% | +48.8% | -14.7% |
| 1Y | -18.9% | -41.9% | +23.0% | -20.0% |
| 3Y | +13.8% | +44.6% | -30.8% | +1.7% |
| 5Y | +0.5% | -69.2% | +69.7% | -13.7% |
| All | +39.1% | -60.2% | +99.4% | +15.9% |
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