+119.0%
EOG vs SBAC
+83.0%
+36.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.8% |
| 7D | +1.0% | -5.3% | +6.3% | +2.0% |
| 30D | +2.8% | +0.4% | +2.4% | +2.7% |
| 3M | +5.9% | -11.9% | +17.8% | +8.1% |
| 6M | +17.1% | -4.5% | +21.5% | +17.0% |
| YTD | +43.9% | -4.3% | +48.3% | +43.6% |
| 1Y | +26.9% | -3.9% | +30.8% | +26.4% |
| 3Y | +23.6% | -11.0% | +34.6% | +22.6% |
| 5Y | +178.1% | -44.1% | +222.2% | +202.9% |
| All | +119.0% | +83.0% | +36.0% | +97.6% |
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