+119.0%
EOG vs SMTC
+516.8%
-397.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | +1.0% | +17.5% | -16.5% | -1.5% |
| 30D | +2.8% | +21.3% | -18.5% | -0.8% |
| 3M | +5.9% | +3.1% | +2.8% | +3.2% |
| 6M | +17.1% | +81.7% | -64.6% | +1.7% |
| YTD | +43.9% | +115.9% | -72.0% | +20.2% |
| 1Y | +26.9% | +157.8% | -130.9% | +1.4% |
| 3Y | +23.6% | +557.3% | -533.7% | -31.7% |
| 5Y | +178.1% | +114.7% | +63.5% | +106.0% |
| All | +119.0% | +516.8% | -397.8% | +13.4% |
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