+50.4%
SPGI vs EOSE
-61.3%
+111.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.9% | -12.4% | -2.0% |
| 7D | +0.1% | +19.0% | -18.9% | -0.6% |
| 30D | +8.4% | +1.6% | +6.8% | +8.1% |
| 3M | +11.8% | -52.0% | +63.8% | +14.3% |
| 6M | +5.7% | -42.5% | +48.2% | +6.5% |
| YTD | -9.7% | -66.1% | +56.5% | -7.7% |
| 1Y | -12.5% | -47.1% | +34.7% | -13.2% |
| 3Y | +21.8% | +0.8% | +21.0% | +10.8% |
| 5Y | +8.2% | -71.7% | +79.8% | -6.9% |
| All | +50.4% | -61.3% | +111.7% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling