+28.5%
SPGI vs EOSE
+40.3%
-11.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.0% | +7.7% | -1.3% |
| 7D | -0.8% | -3.7% | +2.9% | -0.8% |
| 30D | +14.3% | -22.0% | +36.3% | +14.5% |
| 3M | +14.5% | -57.3% | +71.8% | +15.4% |
| 6M | +17.3% | -77.7% | +94.9% | +19.3% |
| YTD | -4.6% | -84.2% | +79.6% | -2.6% |
| 1Y | +0.8% | -89.5% | +90.3% | +3.8% |
| All | +28.5% | +40.3% | -11.8% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling