+10,374.7%
STX vs EOG
+2,199.5%
+8,175.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.5% | +8.5% | +9.5% |
| 7D | -1.0% | +4.6% | -5.5% | -2.2% |
| 30D | -26.8% | +2.9% | -29.6% | -27.4% |
| 3M | -32.7% | +8.0% | -40.7% | -34.6% |
| 6M | -33.7% | +17.0% | -50.7% | -37.7% |
| YTD | +101.0% | +51.1% | +49.9% | +72.1% |
| 1Y | +92.7% | +45.1% | +47.6% | +66.8% |
| 3Y | +708.7% | +39.4% | +669.3% | +597.9% |
| 5Y | +504.0% | +105.6% | +398.4% | +340.0% |
| 10Y | +2,108.4% | +133.5% | +1,974.9% | +1,230.6% |
| All | +10,374.7% | +2,199.5% | +8,175.1% | +2,813.2% |
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