+137.1%
EOG vs SBAC
+114.8%
+22.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | +7.6% | +0.6% | +7.0% | +7.5% |
| 30D | +3.4% | +5.5% | -2.1% | +2.3% |
| 3M | +12.7% | +3.1% | +9.6% | +11.8% |
| 6M | +19.0% | -7.0% | +26.0% | +20.0% |
| YTD | +55.6% | +0.5% | +55.1% | +53.6% |
| 1Y | +49.5% | +0.2% | +49.3% | +47.7% |
| 3Y | +43.2% | -7.4% | +50.5% | +41.0% |
| 5Y | +111.8% | -39.7% | +151.5% | +127.3% |
| All | +137.1% | +114.8% | +22.3% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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