+75.9%
STM vs EOSE
-61.3%
+137.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -9.0% | +0.8% |
| 7D | +5.8% | +19.0% | -13.2% | +3.7% |
| 30D | -1.0% | +1.6% | -2.6% | -1.5% |
| 3M | -33.3% | -52.0% | +18.7% | -28.8% |
| 6M | +57.4% | -42.5% | +99.9% | +63.3% |
| YTD | +102.2% | -66.1% | +168.3% | +116.0% |
| 1Y | +99.6% | -47.1% | +146.7% | +102.1% |
| 3Y | +14.5% | +0.8% | +13.7% | 0.0% |
| 5Y | +21.4% | -71.7% | +93.0% | +2.9% |
| All | +75.9% | -61.3% | +137.2% | +56.3% |
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