+21.8%
EOG vs SFM
+96.9%
-75.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.5% |
| 7D | -2.0% | -5.8% | +3.8% | -1.7% |
| 30D | +7.9% | -11.4% | +19.2% | +8.6% |
| 3M | +4.5% | -12.2% | +16.7% | +5.2% |
| 6M | +12.3% | -5.2% | +17.5% | +12.2% |
| YTD | +41.9% | -4.5% | +46.3% | +41.5% |
| 1Y | +27.8% | -45.4% | +73.2% | +32.4% |
| 3Y | +21.8% | +91.1% | -69.3% | +29.1% |
| All | +21.8% | +96.9% | -75.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling