-39.3%
SWKS vs EOSE
-61.3%
+22.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.9% | -7.3% | +2.6% |
| 7D | +12.5% | +19.0% | -6.5% | +10.7% |
| 30D | +10.5% | +1.6% | +8.9% | +10.0% |
| 3M | -7.4% | -52.0% | +44.6% | -2.3% |
| 6M | +32.7% | -42.5% | +75.2% | +36.2% |
| YTD | +19.2% | -66.1% | +85.3% | +25.3% |
| 1Y | +2.4% | -47.1% | +49.5% | +1.7% |
| 3Y | -25.6% | +0.8% | -26.4% | -37.6% |
| 5Y | -53.4% | -71.7% | +18.2% | -62.5% |
| All | -39.3% | -61.3% | +22.0% | -47.6% |
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 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