+118.4%
EOG vs SM
+22.6%
+95.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.9% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +3.4% | +20.3% | -16.9% | -3.3% |
| 3M | +7.8% | +22.9% | -15.1% | -0.2% |
| 6M | +13.4% | +47.8% | -34.5% | -2.4% |
| YTD | +43.5% | +107.5% | -64.0% | +9.3% |
| 1Y | +29.7% | +51.7% | -22.1% | +9.4% |
| 3Y | +23.2% | -0.9% | +24.0% | +16.2% |
| 5Y | +176.4% | +112.2% | +64.2% | +97.2% |
| All | +118.4% | +22.6% | +95.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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