+11.1%
SMR vs EOG
+53.2%
-42.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.1% | +15.1% | +15.2% |
| 7D | +21.4% | -2.0% | +23.4% | +22.4% |
| 30D | +13.8% | +7.9% | +6.0% | +9.9% |
| 3M | +3.9% | +4.5% | -0.6% | 0.0% |
| 6M | -4.2% | +12.3% | -16.5% | -13.3% |
| YTD | -21.1% | +41.9% | -63.0% | -38.1% |
| 1Y | -67.1% | +27.8% | -94.9% | -72.7% |
| 3Y | +88.9% | +21.8% | +67.1% | +61.2% |
| All | +11.1% | +53.2% | -42.1% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling