+692.6%
EOG vs SIMO
+2,171.3%
-1,478.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.4% |
| 7D | -2.4% | -16.0% | +13.7% | +0.3% |
| 30D | +2.9% | -35.8% | +38.7% | +9.8% |
| 3M | +7.2% | -26.5% | +33.7% | +10.4% |
| 6M | +18.2% | -33.0% | +51.2% | +20.4% |
| YTD | +48.9% | +84.3% | -35.5% | +21.4% |
| 1Y | +46.7% | +82.0% | -35.3% | +19.8% |
| 3Y | +37.4% | +218.5% | -181.1% | -2.7% |
| 5Y | +103.9% | +175.0% | -71.1% | +42.0% |
| 10Y | +127.0% | +407.5% | -280.5% | +32.6% |
| All | +692.6% | +2,171.3% | -1,478.7% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling