+135.4%
EOG vs SPMO
+575.8%
-440.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -2.0% | +3.4% | -5.4% | -3.9% |
| 30D | +7.9% | +0.5% | +7.4% | +7.4% |
| 3M | +4.5% | +1.9% | +2.6% | +1.3% |
| 6M | +12.3% | +27.8% | -15.5% | -7.5% |
| YTD | +41.9% | +26.7% | +15.2% | +17.2% |
| 1Y | +27.8% | +28.9% | -1.0% | +4.0% |
| 3Y | +21.8% | +160.7% | -138.9% | -42.9% |
| 5Y | +174.0% | +150.2% | +23.8% | +32.4% |
| 10Y | +110.4% | +517.5% | -407.2% | -32.6% |
| All | +135.4% | +575.8% | -440.4% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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