+154.8%
SO vs EOG
+121.2%
+33.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.1% | +1.0% | -2.2% | -1.3% |
| 30D | -3.7% | +2.8% | -6.6% | -4.1% |
| 3M | -5.9% | +5.9% | -11.8% | -6.6% |
| 6M | -7.3% | +17.1% | -24.4% | -9.1% |
| YTD | +3.1% | +43.9% | -40.8% | -1.0% |
| 1Y | -1.0% | +26.9% | -27.9% | -3.8% |
| 3Y | +43.2% | +23.6% | +19.7% | +38.6% |
| 5Y | +59.1% | +178.1% | -119.0% | +38.7% |
| All | +154.8% | +121.2% | +33.5% | +102.0% |
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 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