+823.3%
SPYM vs EOG
+578.2%
+245.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.6% | -2.0% | +2.6% | +1.0% |
| 30D | -0.9% | +7.9% | -8.8% | -2.7% |
| 3M | +3.9% | +4.5% | -0.6% | +2.4% |
| 6M | +14.5% | +12.3% | +2.2% | +10.5% |
| YTD | +13.0% | +41.9% | -28.9% | +2.9% |
| 1Y | +19.4% | +27.8% | -8.4% | +11.3% |
| 3Y | +78.9% | +21.8% | +57.1% | +66.4% |
| 5Y | +82.3% | +174.0% | -91.7% | +35.4% |
| 10Y | +314.7% | +110.4% | +204.4% | +195.5% |
| All | +823.3% | +578.2% | +245.1% | +353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling