+179.0%
SAP vs EOG
+115.2%
+63.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | +0.3% | +3.4% | -3.1% | -0.3% |
| 3M | +16.9% | +7.8% | +9.0% | +15.3% |
| 6M | +6.3% | +13.4% | -7.0% | +3.8% |
| YTD | -12.4% | +43.5% | -55.9% | -17.9% |
| 1Y | -21.6% | +29.7% | -51.3% | -25.4% |
| 3Y | +54.8% | +23.2% | +31.6% | +46.7% |
| 5Y | +56.2% | +176.4% | -120.2% | +23.8% |
| 10Y | +179.0% | +119.1% | +59.9% | +110.5% |
| All | +179.0% | +115.2% | +63.9% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling