+118.9%
EOG vs SAN
+357.1%
-238.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -1.0% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | +2.9% | +0.9% | +2.0% | +2.4% |
| 3M | +8.7% | +19.1% | -10.4% | 0.0% |
| 6M | +12.9% | +33.2% | -20.3% | -3.0% |
| YTD | +43.8% | +29.1% | +14.7% | +23.4% |
| 1Y | +27.1% | +50.2% | -23.2% | +0.9% |
| 3Y | +25.9% | +351.0% | -325.1% | -45.1% |
| 5Y | +177.9% | +394.7% | -216.7% | +7.6% |
| All | +118.9% | +357.1% | -238.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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