+2,038.9%
STX vs EOG
+136.8%
+1,902.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +16.8% | +7.4% | +9.4% | +15.1% |
| 30D | -27.0% | +2.3% | -29.3% | -27.4% |
| 3M | -37.9% | +9.5% | -47.3% | -39.3% |
| 6M | -32.5% | +17.7% | -50.2% | -35.4% |
| YTD | +98.6% | +52.9% | +45.7% | +77.2% |
| 1Y | +93.6% | +47.7% | +45.9% | +73.9% |
| 3Y | +699.1% | +41.1% | +657.9% | +618.1% |
| 5Y | +481.0% | +108.2% | +372.8% | +364.8% |
| All | +2,038.9% | +136.8% | +1,902.1% | +1,472.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling