+229.3%
SAP vs EOG
+131.8%
+97.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -2.5% | +4.6% | -7.0% | -3.1% |
| 30D | +7.5% | +2.9% | +4.6% | +6.9% |
| 3M | +11.6% | +8.0% | +3.7% | +10.1% |
| 6M | +37.6% | +17.0% | +20.6% | +33.8% |
| YTD | -2.0% | +51.1% | -53.0% | -8.9% |
| 1Y | -6.4% | +45.1% | -51.5% | -12.5% |
| 3Y | +67.7% | +39.4% | +28.3% | +55.8% |
| 5Y | +75.7% | +105.6% | -29.9% | +48.0% |
| 10Y | +229.3% | +133.5% | +95.9% | +151.2% |
| All | +229.3% | +131.8% | +97.5% | +151.2% |
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