+19.0%
EOG vs SMTC
-17.9%
+36.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +1.7% |
| 7D | +7.6% | +11.0% | -3.4% | +7.8% |
| 30D | +3.4% | -28.5% | +31.9% | +1.7% |
| 3M | +12.7% | -14.2% | +26.9% | +12.3% |
| 6M | +19.0% | -18.0% | +37.0% | +18.4% |
| All | +19.0% | -17.9% | +36.9% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling