+73.4%
STM vs EOSE
-60.6%
+134.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | -1.4% | +1.8% | -3.2% | -1.7% |
| 30D | -4.9% | -6.8% | +1.9% | -4.6% |
| 3M | -34.0% | -36.3% | +2.3% | -31.5% |
| 6M | +51.8% | -38.8% | +90.6% | +56.5% |
| YTD | +99.4% | -65.5% | +164.9% | +112.4% |
| 1Y | +99.1% | -45.3% | +144.4% | +100.8% |
| 3Y | +19.5% | +44.2% | -24.7% | +1.1% |
| 5Y | +19.5% | -69.5% | +89.0% | +0.5% |
| All | +73.4% | -60.6% | +134.0% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling