+358.3%
SE vs EOG
+123.9%
+234.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -1.5% | +7.4% | -8.9% | -2.9% |
| 30D | -22.3% | +2.3% | -24.6% | -22.9% |
| 3M | -41.8% | +9.5% | -51.3% | -43.2% |
| 6M | -22.4% | +17.7% | -40.1% | -25.9% |
| YTD | -41.6% | +52.9% | -94.5% | -47.9% |
| 1Y | -48.0% | +47.7% | -95.7% | -53.3% |
| 3Y | +63.9% | +41.1% | +22.7% | +47.2% |
| 5Y | -78.2% | +108.2% | -186.4% | -82.1% |
| All | +358.3% | +123.9% | +234.4% | +220.1% |
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 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