-7.7%
SRE vs EOSE
-85.5%
+77.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.6% | -15.5% | -2.7% |
| 7D | -2.1% | +9.7% | -11.8% | -1.9% |
| 30D | +6.1% | -34.6% | +40.6% | +5.7% |
| 3M | -3.5% | -50.8% | +47.3% | -3.9% |
| 6M | -10.8% | -66.5% | +55.7% | -11.3% |
| YTD | -4.0% | -81.3% | +77.4% | -5.0% |
| 1Y | -7.7% | -84.8% | +77.2% | -8.4% |
| All | -7.7% | -85.5% | +77.8% | -8.4% |
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 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