+6,898.3%
EOG vs SM
+1,434.4%
+5,463.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +7.6% | +9.4% | -1.8% | +4.1% |
| 30D | +3.4% | -14.4% | +17.7% | +8.8% |
| 3M | +12.7% | +1.6% | +11.2% | +11.3% |
| 6M | +19.0% | +6.3% | +12.7% | +15.1% |
| YTD | +55.6% | +78.8% | -23.2% | +23.8% |
| 1Y | +49.5% | +83.1% | -33.6% | +17.8% |
| 3Y | +43.2% | -5.9% | +49.1% | +36.8% |
| 5Y | +111.8% | +4.8% | +107.0% | +89.3% |
| 10Y | +140.4% | +17.5% | +122.8% | +17.4% |
| All | +6,898.3% | +1,434.4% | +5,463.9% | +1,767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling