+44.2%
SW vs EOSE
-82.7%
+126.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.6% |
| 7D | +2.2% | -8.4% | +10.6% | +2.4% |
| 30D | +7.4% | -31.0% | +38.4% | +8.4% |
| 3M | -5.9% | -57.0% | +51.1% | -4.0% |
| 6M | +9.0% | -78.3% | +87.2% | +13.0% |
| YTD | +18.1% | -84.8% | +102.9% | +22.3% |
| 1Y | +28.7% | -90.9% | +119.6% | +35.0% |
| 3Y | +48.8% | +35.9% | +12.8% | +43.5% |
| 5Y | +2.5% | -84.1% | +86.5% | -1.0% |
| All | +44.2% | -82.7% | +126.9% | +42.2% |
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