+137.1%
EOG vs SMTC
+333.2%
-196.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.3% |
| 7D | +7.6% | +11.0% | -3.4% | +5.8% |
| 30D | +3.4% | -28.5% | +31.9% | +7.2% |
| 3M | +12.7% | -14.2% | +26.9% | +12.2% |
| 6M | +19.0% | -18.0% | +37.0% | +16.7% |
| YTD | +55.6% | +55.5% | +0.1% | +33.8% |
| 1Y | +49.5% | +69.5% | -20.0% | +26.0% |
| 3Y | +43.2% | +699.7% | -656.5% | -28.4% |
| 5Y | +111.8% | +27.4% | +84.4% | +74.8% |
| All | +137.1% | +333.2% | -196.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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