+67.8%
SAP vs EOG
+39.1%
+28.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -2.5% | +4.6% | -7.0% | -2.4% |
| 30D | +7.5% | +2.9% | +4.6% | +7.5% |
| 3M | +11.6% | +8.0% | +3.7% | +11.8% |
| 6M | +37.6% | +17.0% | +20.6% | +37.7% |
| YTD | -2.0% | +51.1% | -53.0% | -3.0% |
| 1Y | -6.4% | +45.1% | -51.5% | -7.1% |
| All | +67.8% | +39.1% | +28.7% | +66.3% |
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