-66.3%
SE vs EOG
+179.2%
-245.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.3% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -5.3% | +3.4% | -8.7% | -6.0% |
| 3M | +28.1% | +7.8% | +20.2% | +25.4% |
| 6M | +20.7% | +13.4% | +7.3% | +15.8% |
| YTD | -14.8% | +43.5% | -58.3% | -23.4% |
| 1Y | -43.6% | +29.7% | -73.3% | -47.9% |
| 3Y | +184.2% | +23.2% | +161.0% | +162.2% |
| 5Y | -66.3% | +176.4% | -242.7% | -70.4% |
| All | -66.3% | +179.2% | -245.5% | -70.4% |
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