-26.2%
SWKS vs EOSE
-81.0%
+54.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.6% |
| 7D | +9.4% | +9.8% | -0.3% | +8.3% |
| 30D | +17.0% | -2.1% | +19.0% | +16.4% |
| 3M | +28.9% | -54.1% | +83.0% | +36.5% |
| 6M | +33.1% | -76.9% | +110.1% | +48.1% |
| YTD | +44.8% | -83.3% | +128.1% | +60.7% |
| 1Y | +36.2% | -87.4% | +123.7% | +54.2% |
| 3Y | +11.5% | +61.9% | -50.4% | -10.7% |
| 5Y | -37.1% | -82.1% | +45.0% | -47.4% |
| All | -26.2% | -81.0% | +54.7% | -32.8% |
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