+4,586.3%
EOG vs SBAC
+2,222.3%
+2,364.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | +7.6% | +0.6% | +7.0% | +7.5% |
| 30D | +3.4% | +5.5% | -2.1% | +2.7% |
| 3M | +12.7% | +3.1% | +9.6% | +12.1% |
| 6M | +19.0% | -7.0% | +26.0% | +19.6% |
| YTD | +55.6% | +0.5% | +55.1% | +54.4% |
| 1Y | +49.5% | +0.2% | +49.3% | +48.5% |
| 3Y | +43.2% | -7.4% | +50.5% | +42.2% |
| 5Y | +111.8% | -39.7% | +151.5% | +119.4% |
| 10Y | +140.4% | +112.5% | +27.8% | +115.0% |
| All | +4,586.3% | +2,222.3% | +2,364.0% | +3,145.9% |
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