+589.4%
SE vs EOG
+107.5%
+481.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -6.1% | +1.3% | -7.4% | -6.4% |
| 30D | -2.5% | +8.2% | -10.6% | -4.2% |
| 3M | +21.7% | +3.8% | +17.9% | +20.1% |
| 6M | +27.0% | +15.3% | +11.7% | +21.6% |
| YTD | -12.1% | +41.7% | -53.8% | -20.1% |
| 1Y | -40.9% | +23.6% | -64.5% | -44.6% |
| 3Y | +191.0% | +23.3% | +167.7% | +170.1% |
| 5Y | -68.3% | +170.4% | -238.7% | -75.5% |
| All | +589.4% | +107.5% | +481.8% | +391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling