+25.9%
EOG vs SRE
+28.3%
-2.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +2.9% | -3.0% | +6.0% | +3.7% |
| 3M | +8.7% | -8.3% | +17.0% | +11.3% |
| 6M | +12.9% | -8.9% | +21.8% | +15.6% |
| YTD | +43.8% | -4.3% | +48.1% | +44.9% |
| 1Y | +27.1% | +2.7% | +24.3% | +25.0% |
| 3Y | +25.9% | +28.7% | -2.8% | +9.9% |
| All | +25.9% | +28.3% | -2.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling