-5.1%
STM vs EOSE
-83.2%
+78.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.0% | +9.5% | +1.4% |
| 7D | +16.3% | -3.7% | +20.0% | +16.5% |
| 30D | -6.3% | -22.0% | +15.7% | -4.4% |
| 3M | -14.1% | -57.3% | +43.2% | -7.2% |
| 6M | -19.6% | -77.7% | +58.1% | -8.0% |
| YTD | +80.1% | -84.2% | +164.3% | +106.7% |
| 1Y | +95.4% | -89.5% | +184.9% | +130.9% |
| 3Y | +14.7% | +41.4% | -26.7% | -1.3% |
| All | -5.1% | -83.2% | +78.1% | -19.4% |
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 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