-9.2%
STM vs EOG
+94.4%
-103.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.6% |
| 7D | -5.6% | -6.0% | +0.4% | -4.3% |
| 30D | -14.4% | +0.9% | -15.3% | -14.7% |
| 3M | -20.5% | +10.9% | -31.4% | -22.7% |
| 6M | -24.5% | +15.8% | -40.3% | -28.2% |
| YTD | +72.7% | +45.8% | +26.8% | +51.5% |
| 1Y | +91.0% | +45.3% | +45.7% | +67.7% |
| 3Y | +13.5% | +36.2% | -22.6% | +1.0% |
| 5Y | -9.2% | +94.0% | -103.2% | -24.0% |
| All | -9.2% | +94.4% | -103.6% | -24.0% |
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