+76.5%
SPY vs EOG
+22.2%
+54.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | -1.4% | +3.4% | -4.7% | -1.8% |
| 3M | +3.7% | +7.8% | -4.1% | +2.5% |
| 6M | +13.0% | +13.4% | -0.4% | +10.0% |
| YTD | +12.4% | +43.5% | -31.1% | +3.6% |
| 1Y | +18.5% | +29.7% | -11.1% | +11.8% |
| All | +76.5% | +22.2% | +54.2% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling