+81.7%
SPY vs EOG
+179.2%
-97.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 3M | +3.7% | +7.8% | -4.1% | +2.1% |
| 6M | +13.0% | +13.4% | -0.4% | +9.8% |
| YTD | +12.4% | +43.5% | -31.1% | +4.1% |
| 1Y | +18.5% | +29.7% | -11.1% | +11.9% |
| 3Y | +77.6% | +23.2% | +54.4% | +67.3% |
| 5Y | +81.7% | +176.4% | -94.7% | +47.7% |
| All | +81.7% | +179.2% | -97.5% | +47.7% |
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 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