+174.9%
EOG vs SITM
+4,789.7%
-4,614.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.6% |
| 7D | +1.5% | +3.9% | -2.4% | +1.1% |
| 30D | +2.9% | -6.6% | +9.5% | +3.4% |
| 3M | +8.7% | -11.9% | +20.6% | +8.7% |
| 6M | +12.9% | +81.1% | -68.2% | +2.5% |
| YTD | +43.8% | +80.0% | -36.2% | +29.7% |
| 1Y | +27.1% | +145.8% | -118.8% | +9.0% |
| 3Y | +25.9% | +475.9% | -450.0% | -9.1% |
| 5Y | +177.9% | +189.2% | -11.3% | +102.4% |
| All | +174.9% | +4,789.7% | -4,614.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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