+14.0%
SPGI vs EOSE
-83.5%
+97.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.0% | +7.7% | -1.1% |
| 7D | -0.8% | -3.7% | +2.9% | -0.8% |
| 30D | +14.3% | -22.0% | +36.3% | +15.0% |
| 3M | +14.5% | -57.3% | +71.8% | +17.4% |
| 6M | +17.3% | -77.7% | +94.9% | +22.8% |
| YTD | -4.6% | -84.2% | +79.6% | +0.1% |
| 1Y | +0.8% | -89.5% | +90.3% | +7.5% |
| 3Y | +28.8% | +41.4% | -12.6% | +11.2% |
| 5Y | +14.0% | -83.0% | +97.0% | +13.8% |
| All | +14.0% | -83.5% | +97.5% | +13.8% |
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