+133.0%
EOG vs SAN
+267.7%
-134.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +2.3% |
| 7D | +7.4% | +1.0% | +6.4% | +6.8% |
| 30D | +2.3% | -9.4% | +11.7% | +5.7% |
| 3M | +9.5% | -17.1% | +26.6% | +16.8% |
| 6M | +17.7% | +2.2% | +15.5% | +13.4% |
| YTD | +52.9% | +6.0% | +46.9% | +40.8% |
| 1Y | +47.7% | +12.7% | +35.0% | +31.7% |
| 3Y | +41.1% | +242.1% | -201.0% | -31.0% |
| 5Y | +108.2% | +293.6% | -185.4% | -11.8% |
| All | +133.0% | +267.7% | -134.6% | -2.7% |
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