+196.3%
SO vs EOG
+131.8%
+64.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +0.8% | +4.6% | -3.8% | +0.3% |
| 30D | +7.8% | +2.9% | +5.0% | +7.5% |
| 3M | +2.9% | +8.0% | -5.0% | +2.0% |
| 6M | +2.5% | +17.0% | -14.5% | +0.5% |
| YTD | +10.3% | +51.1% | -40.8% | +5.2% |
| 1Y | +6.4% | +45.1% | -38.7% | +1.9% |
| 3Y | +52.8% | +39.4% | +13.4% | +45.9% |
| 5Y | +78.7% | +105.6% | -26.9% | +61.2% |
| 10Y | +196.3% | +133.5% | +62.8% | +138.2% |
| All | +196.3% | +131.8% | +64.5% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling