+52.0%
STT vs EOSE
-85.5%
+137.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.6% | -10.5% | +1.5% |
| 7D | -0.1% | +9.7% | -9.8% | -0.7% |
| 30D | -1.7% | -34.6% | +32.9% | +0.2% |
| 3M | -6.4% | -50.8% | +44.4% | -3.5% |
| 6M | +17.7% | -66.5% | +84.1% | +22.8% |
| YTD | +36.9% | -81.3% | +118.2% | +43.6% |
| 1Y | +52.0% | -84.8% | +136.9% | +60.7% |
| All | +52.0% | -85.5% | +137.5% | +60.7% |
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