+123.8%
STX vs EOG
+45.9%
+77.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.2% | -2.9% | -9.5% |
| 7D | -20.2% | -8.6% | -11.6% | -22.2% |
| 30D | -37.2% | +2.8% | -40.0% | -36.2% |
| 3M | -34.1% | +3.2% | -37.2% | -32.7% |
| 6M | -24.5% | +5.3% | -29.8% | -21.7% |
| YTD | +102.9% | +44.5% | +58.4% | +129.6% |
| 1Y | +123.8% | +44.2% | +79.6% | +161.3% |
| All | +123.8% | +45.9% | +77.9% | +161.3% |
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