+57.6%
STM vs EOSE
-81.0%
+138.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | 0.0% |
| 7D | +12.0% | +9.8% | +2.2% | +10.7% |
| 30D | -0.4% | -2.1% | +1.7% | -0.8% |
| 3M | -13.2% | -54.1% | +40.9% | -7.0% |
| 6M | -26.1% | -76.9% | +50.9% | -15.9% |
| YTD | +81.2% | -83.3% | +164.5% | +106.4% |
| 1Y | +98.3% | -87.4% | +185.7% | +130.4% |
| 3Y | +16.7% | +61.9% | -45.1% | -1.3% |
| 5Y | -4.8% | -82.1% | +77.2% | -15.6% |
| All | +57.6% | -81.0% | +138.5% | +49.4% |
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 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