+97.2%
STM vs EOSE
-89.4%
+186.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.0% | +9.5% | +2.2% |
| 7D | +16.3% | -3.7% | +20.0% | +16.7% |
| 30D | -6.3% | -22.0% | +15.7% | -2.8% |
| 3M | -14.1% | -57.3% | +43.2% | -0.8% |
| 6M | -19.6% | -77.7% | +58.1% | +1.4% |
| YTD | +80.1% | -84.2% | +164.3% | +121.8% |
| All | +97.2% | -89.4% | +186.6% | +144.2% |
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