+2,016.3%
STM vs EOG
+5,226.9%
-3,210.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.0% |
| 7D | +1.4% | +4.6% | -3.1% | +0.2% |
| 30D | -8.4% | +2.9% | -11.2% | -9.3% |
| 3M | -15.8% | +8.0% | -23.8% | -18.2% |
| 6M | -22.8% | +17.0% | -39.8% | -27.7% |
| YTD | +79.4% | +51.1% | +28.3% | +53.6% |
| 1Y | +97.0% | +45.1% | +51.9% | +70.8% |
| 3Y | +14.2% | +39.4% | -25.2% | -0.5% |
| 5Y | -4.5% | +105.6% | -110.0% | -29.3% |
| 10Y | +463.1% | +133.5% | +329.6% | +254.9% |
| All | +2,016.3% | +5,226.9% | -3,210.5% | +554.0% |
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 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