+90.1%
STM vs EOG
+47.6%
+42.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.9% |
| 7D | -7.9% | -2.4% | -5.6% | -8.8% |
| 30D | -14.1% | +2.9% | -17.1% | -13.4% |
| 3M | -17.6% | +7.2% | -24.9% | -15.6% |
| 6M | -24.2% | +18.2% | -42.4% | -20.2% |
| YTD | +73.3% | +48.9% | +24.4% | +69.5% |
| 1Y | +90.1% | +46.7% | +43.4% | +87.7% |
| All | +90.1% | +47.6% | +42.5% | +87.7% |
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 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