+105.6%
EOG vs SFM
+111.2%
-5.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.3% |
| 7D | +4.6% | -7.1% | +11.6% | +4.9% |
| 30D | +2.9% | -21.4% | +24.3% | +3.9% |
| 3M | +8.0% | -40.1% | +48.0% | +10.8% |
| 6M | +17.0% | -38.0% | +55.0% | +19.6% |
| YTD | +51.1% | -36.5% | +87.6% | +53.8% |
| 1Y | +45.1% | -35.2% | +80.3% | +47.5% |
| 3Y | +39.4% | +23.5% | +16.0% | +37.0% |
| 5Y | +105.6% | +109.7% | -4.1% | +106.3% |
| All | +105.6% | +111.2% | -5.6% | +106.3% |
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