+1,077.4%
STX vs EOG
+179.2%
+898.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.3% |
| 7D | +9.6% | -1.3% | +10.9% | +9.8% |
| 30D | +10.6% | +3.4% | +7.2% | +9.8% |
| 3M | +4.8% | +7.8% | -3.1% | +2.9% |
| 6M | +137.3% | +13.4% | +123.9% | +129.0% |
| YTD | +222.5% | +43.5% | +179.0% | +193.0% |
| 1Y | +366.2% | +29.7% | +336.5% | +333.2% |
| 3Y | +1,352.9% | +23.2% | +1,329.7% | +1,250.2% |
| 5Y | +1,077.4% | +176.4% | +901.0% | +754.6% |
| All | +1,077.4% | +179.2% | +898.2% | +754.6% |
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