+28.1%
SW vs EOSE
-85.5%
+113.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.6% | -8.6% | +3.6% |
| 7D | +12.1% | +9.7% | +2.3% | +11.6% |
| 30D | +6.6% | -34.6% | +41.1% | +7.9% |
| 3M | -6.0% | -50.8% | +44.8% | -4.1% |
| 6M | +21.5% | -66.5% | +87.9% | +25.3% |
| YTD | +20.3% | -81.3% | +101.7% | +20.3% |
| 1Y | +28.1% | -84.8% | +113.0% | +29.6% |
| All | +28.1% | -85.5% | +113.6% | +29.6% |
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