+444.1%
STM vs EOG
+127.0%
+317.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.2% |
| 7D | -7.9% | -2.4% | -5.6% | -7.2% |
| 30D | -14.1% | +2.9% | -17.1% | -15.0% |
| 3M | -17.6% | +7.2% | -24.9% | -19.7% |
| 6M | -24.2% | +18.2% | -42.4% | -29.0% |
| YTD | +73.3% | +48.9% | +24.4% | +49.8% |
| 1Y | +90.1% | +46.7% | +43.4% | +65.0% |
| 3Y | +10.3% | +37.4% | -27.1% | -3.0% |
| 5Y | -5.7% | +103.9% | -109.7% | -29.1% |
| 10Y | +444.1% | +127.0% | +317.1% | +250.7% |
| All | +444.1% | +127.0% | +317.1% | +250.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling