+2,285.7%
STM vs EOG
+4,896.0%
-2,610.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +5.8% | +1.3% | +4.5% | +5.3% |
| 30D | -1.0% | +8.2% | -9.2% | -3.6% |
| 3M | -33.3% | +3.8% | -37.1% | -34.7% |
| 6M | +57.4% | +15.3% | +42.0% | +47.8% |
| YTD | +102.2% | +41.7% | +60.5% | +77.4% |
| 1Y | +99.6% | +23.6% | +76.0% | +82.5% |
| 3Y | +14.5% | +23.3% | -8.8% | +3.8% |
| 5Y | +21.4% | +170.4% | -149.0% | -17.8% |
| 10Y | +695.0% | +125.5% | +569.4% | +407.5% |
| All | +2,285.7% | +4,896.0% | -2,610.3% | +655.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling