+116.7%
EOG vs SIMO
+535.1%
-418.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -0.7% |
| 7D | -2.0% | +14.6% | -16.6% | -3.9% |
| 30D | +7.9% | +6.2% | +1.7% | +6.4% |
| 3M | +4.5% | +3.6% | +0.9% | +1.8% |
| 6M | +12.3% | +130.8% | -118.5% | -6.8% |
| YTD | +41.9% | +195.8% | -153.9% | +11.1% |
| 1Y | +27.8% | +225.0% | -197.2% | -2.5% |
| 3Y | +21.8% | +452.3% | -430.5% | -19.7% |
| 5Y | +174.0% | +303.6% | -129.6% | +83.3% |
| All | +116.7% | +535.1% | -418.5% | +13.9% |
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