+174.0%
EOG vs SAN
+381.9%
-207.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.0% | +3.3% | -5.4% | -2.6% |
| 30D | +7.9% | +1.1% | +6.8% | +7.6% |
| 3M | +4.5% | +22.2% | -17.7% | +0.3% |
| 6M | +12.3% | +36.0% | -23.7% | +4.4% |
| YTD | +41.9% | +28.2% | +13.6% | +32.7% |
| 1Y | +27.8% | +54.1% | -26.3% | +13.5% |
| 3Y | +21.8% | +354.2% | -332.4% | -22.9% |
| 5Y | +174.0% | +387.3% | -213.3% | +59.0% |
| All | +174.0% | +381.9% | -207.9% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling