+127.0%
EOG vs STRL
+3,927.3%
-3,800.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | -2.4% | -19.8% | +17.5% | +0.5% |
| 30D | +2.9% | -43.6% | +46.5% | +11.6% |
| 3M | +7.2% | -45.2% | +52.5% | +16.1% |
| 6M | +18.2% | -65.7% | +83.9% | +35.6% |
| YTD | +48.9% | -5.4% | +54.3% | +32.2% |
| 1Y | +46.7% | -24.7% | +71.4% | +35.9% |
| 3Y | +37.4% | +335.0% | -297.6% | -26.8% |
| 5Y | +103.9% | +915.3% | -811.4% | -21.6% |
| 10Y | +127.0% | +3,877.5% | -3,750.5% | -30.8% |
| All | +127.0% | +3,927.3% | -3,800.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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