+447.6%
EOG vs SPXS
-100.0%
+547.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.7% |
| 7D | -2.0% | -1.5% | -0.5% | -2.6% |
| 30D | +7.9% | +3.7% | +4.2% | +9.3% |
| 3M | +4.5% | -9.6% | +14.1% | +0.3% |
| 6M | +12.3% | -32.4% | +44.7% | -3.8% |
| YTD | +41.9% | -28.7% | +70.5% | +24.4% |
| 1Y | +27.8% | -38.1% | +65.9% | +6.6% |
| 3Y | +21.8% | -80.1% | +101.9% | -29.6% |
| 5Y | +174.0% | -85.9% | +259.9% | +60.7% |
| 10Y | +110.4% | -99.5% | +209.9% | -55.1% |
| All | +447.6% | -100.0% | +547.6% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling