+233.5%
SPOT vs EOSE
+42.6%
+190.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -3.1% | +1.8% | -4.9% | -3.2% |
| 30D | +7.4% | -6.8% | +14.2% | +7.5% |
| 3M | +8.2% | -36.3% | +44.5% | +9.6% |
| 6M | +2.2% | -38.8% | +41.0% | +3.3% |
| YTD | -9.5% | -65.5% | +56.1% | -7.4% |
| 1Y | -23.8% | -45.3% | +21.5% | -24.9% |
| 3Y | +233.5% | +44.2% | +189.3% | +217.5% |
| All | +233.5% | +42.6% | +190.9% | +217.5% |
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 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