+4,342.8%
EOG vs SRE
+1,525.5%
+2,817.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +8.2% | -0.7% | +8.9% | +8.3% |
| 3M | +3.8% | -6.3% | +10.1% | +7.1% |
| 6M | +15.3% | -10.7% | +26.0% | +21.6% |
| YTD | +41.7% | -3.5% | +45.2% | +43.1% |
| 1Y | +23.6% | +5.3% | +18.3% | +18.5% |
| 3Y | +23.3% | +31.8% | -8.5% | +0.7% |
| 5Y | +170.4% | +47.4% | +123.1% | +106.4% |
| 10Y | +125.5% | +120.6% | +5.0% | +34.4% |
| All | +4,342.8% | +1,525.5% | +2,817.3% | +1,026.9% |
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 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