-33.7%
STX vs EOG
+18.5%
-52.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.5% | +8.5% | +10.2% |
| 7D | -1.0% | +4.6% | -5.5% | -0.4% |
| 30D | -26.8% | +2.9% | -29.6% | -25.8% |
| 3M | -32.7% | +8.0% | -40.7% | -30.8% |
| 6M | -33.7% | +17.0% | -50.7% | -28.4% |
| All | -33.7% | +18.5% | -52.2% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling