+56.2%
SAP vs EOG
+179.2%
-123.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | +0.3% | +3.4% | -3.1% | +0.1% |
| 3M | +16.9% | +7.8% | +9.0% | +16.2% |
| 6M | +6.3% | +13.4% | -7.0% | +5.2% |
| YTD | -12.4% | +43.5% | -55.9% | -15.0% |
| 1Y | -21.6% | +29.7% | -51.3% | -23.3% |
| 3Y | +54.8% | +23.2% | +31.6% | +50.8% |
| 5Y | +56.2% | +176.4% | -120.2% | +39.1% |
| All | +56.2% | +179.2% | -123.1% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling