+669.7%
EOG vs SIMO
+2,080.4%
-1,410.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.6% | +0.8% |
| 7D | -11.1% | -22.0% | +10.9% | -7.6% |
| 30D | +2.7% | -43.0% | +45.8% | +11.7% |
| 3M | +8.8% | -39.1% | +47.9% | +15.4% |
| 6M | +10.8% | -33.3% | +44.1% | +12.9% |
| YTD | +44.6% | +77.0% | -32.4% | +18.8% |
| 1Y | +44.6% | +73.0% | -28.4% | +19.1% |
| 3Y | +29.5% | +215.7% | -186.2% | -8.3% |
| 5Y | +96.3% | +155.6% | -59.3% | +38.6% |
| 10Y | +122.4% | +388.4% | -265.9% | +30.8% |
| All | +669.7% | +2,080.4% | -1,410.7% | +151.1% |
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