+157.1%
SPMO vs EOSE
+42.6%
+114.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.9% | +1.8% | -2.7% | -1.1% |
| 30D | -1.9% | -6.8% | +4.9% | -1.8% |
| 3M | -1.4% | -36.3% | +34.9% | +0.6% |
| 6M | +25.5% | -38.8% | +64.3% | +27.3% |
| YTD | +24.8% | -65.5% | +90.4% | +28.9% |
| 1Y | +24.5% | -45.3% | +69.8% | +25.0% |
| 3Y | +157.1% | +44.2% | +113.0% | +140.8% |
| All | +157.1% | +42.6% | +114.5% | +140.8% |
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