+103.1%
STT vs EOSE
-82.3%
+185.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -0.5% |
| 7D | +4.8% | +9.8% | -5.0% | +4.1% |
| 30D | +3.9% | -2.1% | +6.0% | +3.7% |
| 3M | -8.2% | -54.1% | +45.9% | -5.0% |
| 6M | +15.6% | -76.9% | +92.5% | +23.2% |
| YTD | +37.6% | -83.3% | +121.0% | +46.6% |
| 1Y | +50.1% | -87.4% | +137.6% | +61.9% |
| 3Y | +183.1% | +61.9% | +121.2% | +151.0% |
| All | +103.1% | -82.3% | +185.4% | +83.0% |
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 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