+633.5%
SU vs EOSE
-60.6%
+694.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +2.2% | +1.8% | +0.4% | +2.1% |
| 30D | +8.4% | -6.8% | +15.3% | +8.5% |
| 3M | +12.1% | -36.3% | +48.4% | +13.2% |
| 6M | +19.7% | -38.8% | +58.4% | +20.3% |
| YTD | +58.4% | -65.5% | +123.9% | +61.6% |
| 1Y | +67.2% | -45.3% | +112.5% | +66.2% |
| 3Y | +125.0% | +44.2% | +80.9% | +102.3% |
| 5Y | +355.1% | -69.5% | +424.6% | +317.0% |
| All | +633.5% | -60.6% | +694.1% | +591.5% |
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