+59.8%
SAP vs EOG
+21.2%
+38.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.9% | +1.3% | -4.2% | -2.9% |
| 30D | +9.0% | +8.2% | +0.8% | +9.1% |
| 3M | +14.9% | +3.8% | +11.1% | +14.9% |
| 6M | +11.9% | +15.3% | -3.4% | +11.8% |
| YTD | -9.9% | +41.7% | -51.6% | -10.5% |
| 1Y | -19.5% | +23.6% | -43.1% | -19.5% |
| All | +59.8% | +21.2% | +38.5% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling