+307.8%
SPY vs EOG
+141.0%
+166.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +2.6% | +7.6% | -5.0% | +1.1% |
| 30D | -2.0% | +3.4% | -5.3% | -2.8% |
| 3M | -2.8% | +12.7% | -15.5% | -5.4% |
| 6M | +2.1% | +19.0% | -16.9% | -2.1% |
| YTD | +11.5% | +55.6% | -44.1% | +0.3% |
| 1Y | +13.5% | +49.5% | -36.1% | +2.9% |
| 3Y | +77.7% | +43.2% | +34.5% | +61.0% |
| 5Y | +72.6% | +111.8% | -39.2% | +39.9% |
| All | +307.8% | +141.0% | +166.9% | +194.3% |
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