+225.1%
SPMO vs EOSE
-60.2%
+285.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.0% | -1.6% |
| 7D | +0.1% | +14.0% | -13.9% | -0.7% |
| 30D | -0.7% | -5.9% | +5.2% | -0.6% |
| 3M | +2.8% | -34.3% | +37.1% | +4.5% |
| 6M | +24.4% | -37.8% | +62.2% | +26.0% |
| YTD | +24.2% | -65.2% | +89.4% | +28.0% |
| 1Y | +24.5% | -41.9% | +66.4% | +24.3% |
| 3Y | +155.6% | +44.6% | +111.0% | +133.7% |
| 5Y | +148.2% | -69.2% | +217.4% | +123.3% |
| All | +225.1% | -60.2% | +285.4% | +206.0% |
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