+66.0%
SYY vs EOSE
-58.6%
+124.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.2% |
| 7D | -0.2% | +15.0% | -15.2% | -0.6% |
| 30D | -2.7% | +2.5% | -5.2% | -2.9% |
| 3M | +5.9% | -33.7% | +39.6% | +6.6% |
| 6M | -2.3% | -32.7% | +30.4% | -2.2% |
| YTD | +13.1% | -63.8% | +76.9% | +14.3% |
| 1Y | +3.8% | -40.5% | +44.3% | +2.8% |
| 3Y | +26.7% | +50.4% | -23.6% | +17.8% |
| 5Y | +19.4% | -68.6% | +88.0% | +7.7% |
| All | +66.0% | -58.6% | +124.6% | +77.4% |
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 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