-12.8%
SE vs EOG
+18.5%
-31.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.0% |
| 7D | -7.7% | +4.6% | -12.3% | -6.0% |
| 30D | -22.8% | +2.9% | -25.7% | -21.7% |
| 3M | -43.7% | +8.0% | -51.7% | -41.6% |
| 6M | -12.8% | +17.0% | -29.8% | -7.1% |
| All | -12.8% | +18.5% | -31.3% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling