+83.8%
SPYM vs EOG
+169.9%
-86.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | +1.5% | -2.3% | -1.0% |
| 30D | -1.1% | +2.9% | -4.0% | -1.6% |
| 3M | +3.9% | +8.7% | -4.9% | +2.2% |
| 6M | +13.6% | +12.9% | +0.7% | +10.6% |
| YTD | +12.7% | +43.8% | -31.1% | +4.5% |
| 1Y | +17.6% | +27.1% | -9.5% | +11.6% |
| 3Y | +77.2% | +25.9% | +51.3% | +66.4% |
| All | +83.8% | +169.9% | -86.1% | +51.0% |
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