+14.8%
SPY vs EOSE
-85.5%
+100.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.6% | -11.0% | +1.0% |
| 7D | -0.7% | +9.7% | -10.5% | -1.2% |
| 30D | -1.0% | -34.6% | +33.5% | +0.7% |
| 3M | -0.3% | -50.8% | +50.5% | +2.4% |
| 6M | +7.3% | -66.5% | +73.8% | +11.6% |
| YTD | +13.3% | -81.3% | +94.7% | +18.5% |
| 1Y | +14.8% | -84.8% | +99.6% | +20.6% |
| All | +14.8% | -85.5% | +100.3% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling