+119.0%
EOG vs SFM
+268.6%
-149.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | +1.0% | -8.8% | +9.8% | +2.1% |
| 30D | +2.8% | -14.5% | +17.3% | +4.6% |
| 3M | +5.9% | -16.8% | +22.7% | +7.8% |
| 6M | +17.1% | -5.3% | +22.4% | +16.9% |
| YTD | +43.9% | -9.4% | +53.3% | +44.2% |
| 1Y | +26.9% | -46.2% | +73.0% | +35.0% |
| 3Y | +23.6% | +81.3% | -57.7% | +9.7% |
| 5Y | +178.1% | +211.9% | -33.8% | +120.5% |
| All | +119.0% | +268.6% | -149.5% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling