+23.6%
EOG vs SFM
-41.4%
+65.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.6% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +8.2% | -4.4% | +12.5% | +8.4% |
| 3M | +3.8% | +1.5% | +2.3% | +3.6% |
| 6M | +15.3% | +6.5% | +8.8% | +14.6% |
| YTD | +41.7% | +2.2% | +39.5% | +40.7% |
| 1Y | +23.6% | -41.9% | +65.4% | +15.5% |
| All | +23.6% | -41.4% | +65.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling