+22.7%
EOG vs SN
+419.0%
-396.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +1.3% | -9.3% | +10.6% | +1.8% |
| 30D | +8.2% | -4.8% | +13.0% | +8.4% |
| 3M | +3.8% | +40.4% | -36.6% | +0.8% |
| 6M | +15.3% | +50.9% | -35.6% | +10.9% |
| YTD | +41.7% | +54.9% | -13.2% | +35.5% |
| 1Y | +23.6% | +43.0% | -19.5% | +19.3% |
| All | +22.7% | +419.0% | -396.3% | +9.8% |
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