+59.7%
SRE vs EOSE
-58.6%
+118.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.5% |
| 7D | +1.5% | +15.0% | -13.5% | +1.2% |
| 30D | +0.8% | +2.5% | -1.6% | +0.7% |
| 3M | -5.8% | -33.7% | +27.9% | -5.4% |
| 6M | -7.8% | -32.7% | +24.9% | -7.7% |
| YTD | -2.4% | -63.8% | +61.4% | -1.6% |
| 1Y | +8.9% | -40.5% | +49.4% | +8.5% |
| 3Y | +31.1% | +50.4% | -19.3% | +26.6% |
| 5Y | +48.6% | -68.6% | +117.2% | +36.5% |
| All | +59.7% | -58.6% | +118.4% | +50.4% |
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 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