+29.5%
EOG vs SN
+397.9%
-368.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.1% | +1.4% |
| 7D | -11.1% | +7.2% | -18.3% | -11.4% |
| 30D | +2.7% | +20.4% | -17.7% | +1.7% |
| 3M | +8.8% | +23.9% | -15.2% | +7.3% |
| 6M | +10.8% | +93.0% | -82.3% | +4.7% |
| YTD | +44.6% | +99.2% | -54.7% | +35.3% |
| 1Y | +44.6% | +142.6% | -98.0% | +31.0% |
| 3Y | +29.5% | +398.8% | -369.3% | +3.8% |
| All | +29.5% | +397.9% | -368.4% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling