-85.6%
SMR vs EOG
+45.9%
-131.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.2% | +0.8% | -7.4% |
| 7D | -9.5% | -8.6% | -0.9% | -14.1% |
| 30D | -33.2% | +2.8% | -36.0% | -31.5% |
| 3M | -45.9% | +3.2% | -49.1% | -43.9% |
| 6M | -57.9% | +5.3% | -63.2% | -54.6% |
| YTD | -63.8% | +44.5% | -108.3% | -63.6% |
| 1Y | -85.6% | +44.2% | -129.8% | -85.6% |
| All | -85.6% | +45.9% | -131.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling