+2.2%
SPGI vs EOSE
-69.1%
+71.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.4% |
| 7D | -3.1% | +15.0% | -18.1% | -3.7% |
| 30D | +2.0% | +2.5% | -0.4% | +1.7% |
| 3M | +4.3% | -33.7% | +38.0% | +5.5% |
| 6M | -0.2% | -32.7% | +32.5% | -0.1% |
| YTD | -14.8% | -63.8% | +49.0% | -13.0% |
| 1Y | -18.5% | -40.5% | +22.0% | -19.8% |
| 3Y | +16.0% | +50.4% | -34.4% | +2.1% |
| 5Y | +2.2% | -68.6% | +70.8% | -9.8% |
| All | +2.2% | -69.1% | +71.3% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling