+7,608.4%
EOG vs SAN
+2,116.5%
+5,491.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +1.3% | +1.8% | -0.5% | +0.6% |
| 30D | +8.2% | +2.0% | +6.2% | +7.3% |
| 3M | +3.8% | +19.7% | -15.9% | -3.4% |
| 6M | +15.3% | +30.6% | -15.3% | +2.6% |
| YTD | +41.7% | +28.8% | +12.9% | +25.5% |
| 1Y | +23.6% | +57.8% | -34.2% | +1.4% |
| 3Y | +23.3% | +338.1% | -314.8% | -32.1% |
| 5Y | +170.4% | +384.2% | -213.8% | +38.5% |
| 10Y | +125.5% | +353.1% | -227.6% | +16.0% |
| All | +7,608.4% | +2,116.5% | +5,491.9% | +3,288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling