+178.1%
EOG vs SPXS
-85.4%
+263.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.7% |
| 7D | +1.0% | +6.4% | -5.4% | +2.2% |
| 30D | +2.8% | +6.0% | -3.2% | +3.9% |
| 3M | +5.9% | -11.6% | +17.5% | +3.3% |
| 6M | +17.1% | -28.7% | +45.8% | +9.3% |
| YTD | +43.9% | -26.3% | +70.2% | +35.6% |
| 1Y | +26.9% | -34.9% | +61.8% | +16.6% |
| 3Y | +23.6% | -79.5% | +103.0% | -8.3% |
| 5Y | +178.1% | -85.9% | +264.1% | +107.9% |
| All | +178.1% | -85.4% | +263.5% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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