+4,943.9%
EOG vs SPG
+5,968.7%
-1,024.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +4.6% | +2.7% | +1.8% | +3.5% |
| 30D | +2.9% | +16.6% | -13.7% | -3.2% |
| 3M | +8.0% | +8.1% | -0.1% | +4.5% |
| 6M | +17.0% | +19.3% | -2.4% | +8.5% |
| YTD | +51.1% | +31.1% | +20.0% | +34.3% |
| 1Y | +45.1% | +32.8% | +12.3% | +28.3% |
| 3Y | +39.4% | +135.8% | -96.3% | -3.1% |
| 5Y | +105.6% | +85.1% | +20.5% | +54.1% |
| 10Y | +133.5% | +115.9% | +17.5% | +50.6% |
| All | +4,943.9% | +5,968.7% | -1,024.8% | +1,144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling