+175.1%
EOG vs SITM
+4,532.8%
-4,357.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | +1.0% | +4.8% | -3.8% | +0.5% |
| 30D | +2.8% | -9.7% | +12.5% | +3.6% |
| 3M | +5.9% | -9.3% | +15.2% | +5.5% |
| 6M | +17.1% | +69.5% | -52.5% | +7.0% |
| YTD | +43.9% | +70.5% | -26.6% | +30.5% |
| 1Y | +26.9% | +145.3% | -118.4% | +8.7% |
| 3Y | +23.6% | +432.8% | -409.2% | -10.0% |
| 5Y | +178.1% | +174.0% | +4.1% | +103.7% |
| All | +175.1% | +4,532.8% | -4,357.7% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling