+196.3%
SE vs EOG
+21.8%
+174.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.6% | -2.0% | +2.6% | +0.8% |
| 30D | -0.1% | +7.9% | -8.0% | -0.9% |
| 3M | +34.1% | +4.5% | +29.6% | +33.1% |
| 6M | +23.2% | +12.3% | +10.9% | +19.5% |
| YTD | -11.2% | +41.9% | -53.0% | -19.3% |
| 1Y | -40.5% | +27.8% | -68.4% | -44.2% |
| 3Y | +196.3% | +21.8% | +174.5% | +192.9% |
| All | +196.3% | +21.8% | +174.4% | +192.9% |
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