-53.7%
SMR vs EOG
+68.0%
-121.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.1% | -4.0% |
| 7D | -8.3% | +7.6% | -15.9% | -10.9% |
| 30D | -20.1% | +3.4% | -23.4% | -21.3% |
| 3M | -52.7% | +12.7% | -65.4% | -55.3% |
| 6M | -61.0% | +19.0% | -80.0% | -64.9% |
| YTD | -67.1% | +55.6% | -122.7% | -75.3% |
| 1Y | -79.9% | +49.5% | -129.4% | -84.5% |
| 3Y | +101.7% | +43.2% | +58.6% | +60.1% |
| All | -53.7% | +68.0% | -121.7% | -64.7% |
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