-44.2%
SE vs EOG
+29.6%
-73.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.8% |
| 7D | -4.8% | +1.0% | -5.8% | -4.4% |
| 30D | -18.1% | +2.8% | -20.9% | -17.3% |
| 3M | +30.6% | +5.9% | +24.7% | +33.8% |
| 6M | +20.8% | +17.1% | +3.7% | +24.8% |
| YTD | -15.6% | +43.9% | -59.5% | -9.5% |
| 1Y | -44.2% | +26.9% | -71.1% | -39.8% |
| All | -44.2% | +29.6% | -73.8% | -39.8% |
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