+4,777.1%
EOG vs SRE
+1,451.4%
+3,325.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +7.6% | +1.8% | +5.9% | +6.6% |
| 30D | +3.4% | -3.0% | +6.4% | +5.0% |
| 3M | +12.7% | -7.3% | +20.0% | +16.7% |
| 6M | +19.0% | -11.9% | +30.9% | +26.3% |
| YTD | +55.6% | -7.9% | +63.4% | +60.6% |
| 1Y | +49.5% | -11.1% | +60.7% | +57.2% |
| 3Y | +43.2% | +24.8% | +18.3% | +20.3% |
| 5Y | +111.8% | +52.4% | +59.5% | +58.3% |
| 10Y | +140.4% | +127.9% | +12.5% | +40.7% |
| All | +4,777.1% | +1,451.4% | +3,325.7% | +1,165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling