+21.8%
EOG vs SM
-2.8%
+24.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.5% |
| 7D | -2.0% | -0.2% | -1.9% | -2.0% |
| 30D | +7.9% | +31.5% | -23.6% | -4.5% |
| 3M | +4.5% | +17.3% | -12.9% | -3.3% |
| 6M | +12.3% | +48.5% | -36.2% | -6.9% |
| YTD | +41.9% | +106.3% | -64.4% | +1.6% |
| 1Y | +27.8% | +47.3% | -19.5% | +4.8% |
| 3Y | +21.8% | -1.4% | +23.2% | +10.7% |
| All | +21.8% | -2.8% | +24.6% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling