+82.0%
SPY vs EOSE
-70.2%
+152.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.4% |
| 7D | -2.0% | +14.0% | -16.0% | -2.7% |
| 30D | -1.7% | -5.9% | +4.2% | -1.6% |
| 3M | +4.7% | -34.3% | +39.0% | +6.2% |
| 6M | +12.5% | -37.8% | +50.3% | +13.5% |
| YTD | +11.7% | -65.2% | +76.9% | +14.7% |
| 1Y | +17.5% | -41.9% | +59.4% | +16.6% |
| 3Y | +76.6% | +44.6% | +32.0% | +59.4% |
| 5Y | +82.0% | -69.2% | +151.2% | +62.4% |
| All | +82.0% | -70.2% | +152.3% | +62.4% |
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