-40.9%
SE vs EOG
+24.8%
-65.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -1.1% |
| 7D | -6.1% | +1.3% | -7.4% | -5.6% |
| 30D | -2.5% | +8.2% | -10.6% | +0.2% |
| 3M | +21.7% | +3.8% | +17.9% | +23.9% |
| 6M | +27.0% | +15.3% | +11.7% | +30.7% |
| YTD | -12.1% | +41.7% | -53.8% | -6.1% |
| 1Y | -40.9% | +23.6% | -64.5% | -37.1% |
| All | -40.9% | +24.8% | -65.7% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling