+137.1%
EOG vs SIMO
+394.4%
-257.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.4% |
| 7D | +7.6% | +4.1% | +3.5% | +6.9% |
| 30D | +3.4% | -24.0% | +27.3% | +6.3% |
| 3M | +12.7% | -31.8% | +44.5% | +16.3% |
| 6M | +19.0% | -36.9% | +55.9% | +21.5% |
| YTD | +55.6% | +84.8% | -29.3% | +27.8% |
| 1Y | +49.5% | +99.0% | -49.5% | +20.9% |
| 3Y | +43.2% | +217.9% | -174.8% | +0.9% |
| 5Y | +111.8% | +171.5% | -59.6% | +45.6% |
| All | +137.1% | +394.4% | -257.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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