+176.4%
EOG vs SFM
+217.9%
-41.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.1% | +1.4% |
| 7D | -1.3% | -7.2% | +5.9% | -0.9% |
| 30D | +3.4% | -14.3% | +17.7% | +4.3% |
| 3M | +7.8% | -13.7% | +21.6% | +8.7% |
| 6M | +13.4% | -6.0% | +19.4% | +13.3% |
| YTD | +43.5% | -8.2% | +51.7% | +43.5% |
| 1Y | +29.7% | -46.2% | +75.9% | +34.4% |
| 3Y | +23.2% | +83.6% | -60.4% | +18.1% |
| 5Y | +176.4% | +212.7% | -36.3% | +159.0% |
| All | +176.4% | +217.9% | -41.5% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling