-14.8%
SKHY vs EOG
+10.9%
-25.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.2% | +0.1% | -6.7% |
| 7D | -13.1% | -8.6% | -4.5% | -15.6% |
| 30D | -26.6% | +2.8% | -29.4% | -25.4% |
| 3M | -7.3% | +3.2% | -10.5% | -4.8% |
| All | -14.8% | +10.9% | -25.7% | -9.8% |
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 · Available span rolling