+110.6%
SPOT vs EOG
+172.6%
-62.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -6.9% | +1.0% | -7.9% | -7.0% |
| 30D | +4.1% | +2.8% | +1.3% | +3.8% |
| 3M | +3.7% | +5.9% | -2.2% | +2.8% |
| 6M | -1.6% | +17.1% | -18.7% | -4.0% |
| YTD | -10.2% | +43.9% | -54.1% | -14.9% |
| 1Y | -25.9% | +26.9% | -52.8% | -28.6% |
| 3Y | +235.6% | +23.6% | +212.0% | +221.0% |
| 5Y | +110.6% | +178.1% | -67.5% | +86.9% |
| All | +110.6% | +172.6% | -62.1% | +86.9% |
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