+13.5%
SPY vs EOG
+49.4%
-35.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.1% |
| 7D | +2.6% | +7.6% | -5.0% | +3.6% |
| 30D | -2.0% | +3.4% | -5.3% | -1.5% |
| 3M | -2.8% | +12.7% | -15.5% | -0.9% |
| 6M | +2.1% | +19.0% | -16.9% | +5.3% |
| YTD | +11.5% | +55.6% | -44.1% | +14.5% |
| 1Y | +13.5% | +49.5% | -36.1% | +17.5% |
| All | +13.5% | +49.4% | -35.9% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling