+6,223.3%
EOG vs SPY
+3,034.0%
+3,189.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +7.6% | +2.6% | +5.0% | +5.0% |
| 30D | +3.4% | -2.0% | +5.3% | +4.9% |
| 3M | +12.7% | -2.8% | +15.5% | +14.9% |
| 6M | +19.0% | +2.1% | +16.9% | +14.9% |
| YTD | +55.6% | +11.5% | +44.1% | +36.8% |
| 1Y | +49.5% | +13.5% | +36.1% | +29.1% |
| 3Y | +43.2% | +77.7% | -34.5% | -20.8% |
| 5Y | +111.8% | +72.6% | +39.2% | +18.3% |
| 10Y | +140.4% | +308.2% | -167.8% | -37.3% |
| All | +6,223.3% | +3,034.0% | +3,189.3% | +373.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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