+6,597.2%
EOG vs SM
+1,283.9%
+5,313.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.6% | +1.6% |
| 7D | -2.4% | -19.5% | +17.1% | +5.1% |
| 30D | +2.9% | -20.2% | +23.2% | +11.2% |
| 3M | +7.2% | -6.5% | +13.8% | +9.2% |
| 6M | +18.2% | +1.6% | +16.6% | +16.3% |
| YTD | +48.9% | +61.2% | -12.4% | +23.0% |
| 1Y | +46.7% | +65.4% | -18.7% | +19.9% |
| 3Y | +37.4% | -13.0% | +50.4% | +35.1% |
| 5Y | +103.9% | -4.3% | +108.2% | +88.4% |
| 10Y | +127.0% | +3.0% | +124.0% | +16.4% |
| All | +6,597.2% | +1,283.9% | +5,313.3% | +1,755.6% |
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