+105.5%
EOG vs SNAP
-77.9%
+183.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | -1.3% | -5.0% | +3.7% | -1.0% |
| 30D | +3.4% | -0.7% | +4.1% | +3.3% |
| 3M | +7.8% | -5.0% | +12.9% | +7.8% |
| 6M | +13.4% | +3.5% | +9.8% | +12.1% |
| YTD | +43.5% | -34.2% | +77.7% | +46.4% |
| 1Y | +29.7% | -27.1% | +56.7% | +31.0% |
| 3Y | +23.2% | -43.5% | +66.6% | +22.5% |
| 5Y | +176.4% | -92.9% | +269.3% | +207.0% |
| All | +105.5% | -77.9% | +183.4% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling