-5.9%
SAP vs EOG
+45.9%
-51.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.2% | +9.5% | +3.4% |
| 7D | +1.3% | -8.6% | +9.9% | +0.1% |
| 30D | +15.5% | +2.8% | +12.8% | +16.1% |
| 3M | +22.8% | +3.2% | +19.6% | +23.6% |
| 6M | +42.5% | +5.3% | +37.1% | +43.3% |
| YTD | +0.5% | +44.5% | -44.0% | +9.7% |
| 1Y | -5.9% | +44.2% | -50.1% | +2.4% |
| All | -5.9% | +45.9% | -51.8% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling