+115.3%
SPOT vs EOSE
-70.0%
+185.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -3.1% | +1.8% | -4.9% | -3.3% |
| 30D | +7.4% | -6.8% | +14.2% | +7.5% |
| 3M | +8.2% | -36.3% | +44.5% | +10.8% |
| 6M | +2.2% | -38.8% | +41.0% | +3.8% |
| YTD | -9.5% | -65.5% | +56.1% | -5.5% |
| 1Y | -23.8% | -45.3% | +21.5% | -25.6% |
| 3Y | +233.5% | +44.2% | +189.3% | +170.4% |
| All | +115.3% | -70.0% | +185.3% | +94.2% |
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