+21.8%
EOG vs SN
+490.7%
-468.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +1.3% | -9.3% | +10.6% | +1.7% |
| 30D | +8.2% | -4.8% | +13.0% | +8.3% |
| 3M | +3.8% | +40.4% | -36.6% | +1.4% |
| 6M | +15.3% | +50.9% | -35.6% | +11.8% |
| YTD | +41.7% | +54.9% | -13.2% | +36.8% |
| 1Y | +23.6% | +43.0% | -19.5% | +20.1% |
| 3Y | +23.3% | +391.8% | -368.6% | +15.3% |
| All | +21.8% | +490.7% | -468.8% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling