+19.6%
STM vs EOSE
+49.8%
-30.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.4% |
| 7D | +1.7% | +15.0% | -13.3% | -0.1% |
| 30D | -5.2% | +2.5% | -7.6% | -5.8% |
| 3M | -29.6% | -33.7% | +4.1% | -27.3% |
| 6M | +54.4% | -32.7% | +87.1% | +57.7% |
| YTD | +99.5% | -63.8% | +163.3% | +110.8% |
| 1Y | +100.8% | -40.5% | +141.3% | +101.7% |
| All | +19.6% | +49.8% | -30.3% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling