+22.5%
STM vs EOG
+169.6%
-147.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +5.2% | -2.0% | +7.2% | +5.7% |
| 30D | -7.4% | +7.9% | -15.2% | -9.0% |
| 3M | -30.6% | +4.5% | -35.1% | -31.8% |
| 6M | +66.4% | +12.3% | +54.1% | +59.2% |
| YTD | +101.1% | +41.9% | +59.3% | +79.3% |
| 1Y | +97.4% | +27.8% | +69.5% | +81.1% |
| 3Y | +21.1% | +21.8% | -0.7% | +11.2% |
| 5Y | +22.5% | +174.0% | -151.5% | +1.9% |
| All | +22.5% | +169.6% | -147.1% | +1.9% |
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