+169.3%
EOG vs SFM
+132.6%
+36.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.9% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +8.2% | -4.4% | +12.5% | +8.7% |
| 3M | +3.8% | +1.5% | +2.3% | +3.1% |
| 6M | +15.3% | +6.5% | +8.8% | +13.3% |
| YTD | +41.7% | +2.2% | +39.5% | +39.8% |
| 1Y | +23.6% | -41.9% | +65.4% | +31.6% |
| 3Y | +23.3% | +106.8% | -83.5% | +5.0% |
| 5Y | +170.4% | +231.6% | -61.1% | +105.2% |
| 10Y | +125.5% | +258.4% | -132.9% | +58.9% |
| All | +169.3% | +132.6% | +36.7% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling