+150.9%
SPY vs EOSE
-57.1%
+208.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.4% | -1.0% |
| 7D | +0.5% | +41.4% | -40.9% | -1.1% |
| 30D | -0.9% | +3.6% | -4.6% | -1.3% |
| 3M | +3.9% | -35.7% | +39.6% | +5.3% |
| 6M | +14.5% | -29.9% | +44.4% | +14.8% |
| YTD | +12.9% | -62.5% | +75.4% | +15.3% |
| 1Y | +19.4% | -37.4% | +56.8% | +18.2% |
| 3Y | +78.5% | +55.8% | +22.7% | +62.1% |
| 5Y | +81.8% | -67.8% | +149.6% | +58.7% |
| All | +150.9% | -57.1% | +208.0% | +133.5% |
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 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