+43.4%
SW vs EOSE
-82.7%
+126.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.5% | -0.7% |
| 7D | +2.3% | -7.9% | +10.3% | +2.5% |
| 30D | +6.8% | -43.9% | +50.7% | +8.4% |
| 3M | -5.2% | -55.8% | +50.6% | -3.3% |
| 6M | +7.4% | -73.4% | +80.8% | +10.7% |
| YTD | +17.4% | -84.8% | +102.2% | +21.6% |
| 1Y | +27.1% | -88.6% | +115.7% | +32.5% |
| 3Y | +47.9% | -2.8% | +50.7% | +43.3% |
| 5Y | -2.6% | -84.6% | +82.0% | -5.8% |
| All | +43.4% | -82.7% | +126.0% | +41.4% |
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