+174.0%
EOG vs SPG
+106.4%
+67.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +7.9% | -4.9% | +12.8% | +9.7% |
| 3M | +4.5% | +3.3% | +1.2% | +2.9% |
| 6M | +12.3% | +11.2% | +1.1% | +7.1% |
| YTD | +41.9% | +17.1% | +24.8% | +32.3% |
| 1Y | +27.8% | +21.6% | +6.3% | +17.3% |
| 3Y | +21.8% | +111.9% | -90.1% | -12.5% |
| 5Y | +174.0% | +106.9% | +67.1% | +86.1% |
| All | +174.0% | +106.4% | +67.6% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling