+5,775.4%
SNPS vs EOG
+10,875.2%
-5,099.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +5.1% | +7.4% | -2.3% | +3.9% |
| 30D | -6.4% | +2.3% | -8.7% | -6.9% |
| 3M | +12.2% | +9.5% | +2.8% | +10.2% |
| 6M | -9.8% | +17.7% | -27.5% | -12.8% |
| YTD | -1.5% | +52.9% | -54.4% | -9.1% |
| 1Y | +16.0% | +47.7% | -31.6% | +7.6% |
| 3Y | -10.8% | +41.1% | -51.9% | -17.4% |
| 5Y | +33.3% | +108.2% | -74.9% | +13.3% |
| 10Y | +675.9% | +136.3% | +539.7% | +495.8% |
| All | +5,775.4% | +10,875.2% | -5,099.8% | +1,847.0% |
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