-95.5%
SNDQ vs EOG
+11.0%
-106.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.7% | +7.6% |
| 7D | -20.4% | +1.0% | -21.4% | -21.2% |
| 30D | -54.5% | +2.8% | -57.3% | -56.5% |
| 3M | -79.1% | +5.9% | -85.0% | -82.3% |
| All | -95.5% | +11.0% | -106.5% | -96.4% |
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 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 · Available span rolling