+96.5%
STM vs EOG
+45.9%
+50.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.2% | -0.8% | -7.6% |
| 7D | -6.0% | -8.6% | +2.6% | -8.6% |
| 30D | -20.9% | +2.8% | -23.7% | -20.1% |
| 3M | -15.8% | +3.2% | -18.9% | -14.3% |
| 6M | -17.0% | +5.3% | -22.4% | -14.0% |
| YTD | +76.8% | +44.5% | +32.3% | +71.6% |
| 1Y | +96.5% | +44.2% | +52.3% | +90.3% |
| All | +96.5% | +45.9% | +50.6% | +90.3% |
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