+4,451.6%
EOG vs SBAC
+2,215.3%
+2,236.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +4.6% | -2.8% | +7.4% | +4.9% |
| 30D | +2.9% | +3.1% | -0.3% | +2.4% |
| 3M | +8.0% | +5.1% | +2.8% | +7.1% |
| 6M | +17.0% | -11.4% | +28.4% | +18.2% |
| YTD | +51.1% | +0.2% | +50.9% | +50.0% |
| 1Y | +45.1% | -3.9% | +49.0% | +44.7% |
| 3Y | +39.4% | -7.7% | +47.1% | +38.6% |
| 5Y | +105.6% | -39.7% | +145.3% | +113.0% |
| 10Y | +133.5% | +111.9% | +21.6% | +108.9% |
| All | +4,451.6% | +2,215.3% | +2,236.3% | +3,053.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling