+25.6%
EOG vs SPG
+104.3%
-78.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.0% |
| 7D | -1.3% | -2.7% | +1.4% | -0.7% |
| 30D | +3.4% | -7.3% | +10.6% | +5.3% |
| 3M | +7.8% | -3.5% | +11.3% | +8.4% |
| 6M | +13.4% | +8.5% | +4.9% | +9.6% |
| YTD | +43.5% | +13.0% | +30.5% | +36.4% |
| 1Y | +29.7% | +18.0% | +11.6% | +21.1% |
| All | +25.6% | +104.3% | -78.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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