+7,608.4%
EOG vs STT
+7,372.9%
+235.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | +8.2% | +3.9% | +4.3% | +6.7% |
| 3M | +3.8% | +20.0% | -16.1% | -2.4% |
| 6M | +15.3% | +55.3% | -40.0% | -0.7% |
| YTD | +41.7% | +53.3% | -11.6% | +22.1% |
| 1Y | +23.6% | +74.7% | -51.1% | +1.8% |
| 3Y | +23.3% | +205.8% | -182.6% | -16.0% |
| 5Y | +170.4% | +145.0% | +25.4% | +92.6% |
| 10Y | +125.5% | +266.0% | -140.5% | +42.9% |
| All | +7,608.4% | +7,372.9% | +235.4% | +2,436.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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