+45.5%
SRE vs EOSE
-70.0%
+115.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | -3.0% | -6.8% | +3.8% | -2.9% |
| 3M | -8.3% | -36.3% | +28.0% | -7.7% |
| 6M | -8.9% | -38.8% | +29.8% | -8.6% |
| YTD | -4.3% | -65.5% | +61.3% | -3.1% |
| 1Y | +2.7% | -45.3% | +48.0% | +2.3% |
| 3Y | +28.7% | +44.2% | -15.5% | +21.9% |
| All | +45.5% | -70.0% | +115.5% | +37.1% |
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