+58.7%
SO vs EOG
+169.6%
-110.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.0% | -2.0% | +3.0% | +1.2% |
| 30D | -3.2% | +7.9% | -11.1% | -3.8% |
| 3M | -1.7% | +4.5% | -6.2% | -2.2% |
| 6M | -7.2% | +12.3% | -19.5% | -8.3% |
| YTD | +4.6% | +41.9% | -37.3% | +1.3% |
| 1Y | +1.2% | +27.8% | -26.6% | -1.2% |
| 3Y | +45.3% | +21.8% | +23.5% | +41.5% |
| 5Y | +58.7% | +174.0% | -115.3% | +47.0% |
| All | +58.7% | +169.6% | -110.9% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling