+350.9%
EOG vs SSNC
+1,037.0%
-686.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +1.7% |
| 7D | -2.0% | -1.8% | -0.2% | -1.4% |
| 30D | +7.9% | +1.9% | +6.0% | +6.8% |
| 3M | +4.5% | +18.4% | -13.9% | -3.4% |
| 6M | +12.3% | +7.0% | +5.3% | +7.7% |
| YTD | +41.9% | -6.9% | +48.8% | +43.4% |
| 1Y | +27.8% | -8.2% | +36.0% | +29.5% |
| 3Y | +21.8% | +50.5% | -28.7% | -2.7% |
| 5Y | +174.0% | +17.4% | +156.6% | +139.6% |
| 10Y | +110.4% | +164.9% | -54.6% | +27.3% |
| All | +350.9% | +1,037.0% | -686.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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