+1.5%
SMR vs EOG
+55.5%
-54.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +4.7% | +1.0% | +3.7% | +4.3% |
| 30D | +3.2% | +2.8% | +0.4% | +1.8% |
| 3M | +9.9% | +5.9% | +4.0% | +5.3% |
| 6M | -15.1% | +17.1% | -32.2% | -24.9% |
| YTD | -27.9% | +43.9% | -71.9% | -43.8% |
| 1Y | -70.2% | +26.9% | -97.1% | -75.1% |
| 3Y | +72.5% | +23.6% | +48.9% | +46.3% |
| All | +1.5% | +55.5% | -54.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling