+119.1%
EOG vs STLA
+46.8%
+72.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.7% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | +3.4% | -5.2% | +8.6% | +4.6% |
| 3M | +7.8% | -24.9% | +32.7% | +16.1% |
| 6M | +13.4% | -25.2% | +38.5% | +20.2% |
| YTD | +43.5% | -51.4% | +94.9% | +71.8% |
| 1Y | +29.7% | -40.7% | +70.4% | +42.7% |
| 3Y | +23.2% | -66.3% | +89.4% | +55.9% |
| 5Y | +176.4% | -63.2% | +239.7% | +223.8% |
| 10Y | +119.1% | +48.7% | +70.4% | +67.0% |
| All | +119.1% | +46.8% | +72.4% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling