+1,937.7%
STX vs EOSE
-60.6%
+1,998.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.6% |
| 7D | -2.3% | +1.8% | -4.1% | -2.4% |
| 30D | -5.5% | -6.8% | +1.4% | -5.2% |
| 3M | -4.3% | -36.3% | +32.0% | -1.5% |
| 6M | +115.6% | -38.8% | +154.4% | +120.8% |
| YTD | +202.2% | -65.5% | +267.7% | +218.9% |
| 1Y | +325.3% | -45.3% | +370.6% | +334.4% |
| 3Y | +1,283.9% | +44.2% | +1,239.8% | +1,163.0% |
| 5Y | +1,048.3% | -69.5% | +1,117.8% | +889.0% |
| All | +1,937.7% | -60.6% | +1,998.4% | +1,782.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling