+221.9%
CVX vs SFM
+280.6%
-58.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.9% | +2.3% |
| 7D | +1.0% | -7.2% | +8.1% | +1.7% |
| 30D | +10.7% | -14.3% | +25.0% | +12.3% |
| 3M | +15.5% | -13.7% | +29.2% | +16.9% |
| 6M | +14.9% | -6.0% | +20.9% | +14.9% |
| YTD | +44.2% | -8.2% | +52.4% | +44.3% |
| 1Y | +43.5% | -46.2% | +89.8% | +51.7% |
| 3Y | +45.0% | +83.6% | -38.6% | +29.8% |
| 5Y | +172.2% | +212.7% | -40.6% | +121.2% |
| 10Y | +221.9% | +273.0% | -51.1% | +142.3% |
| All | +221.9% | +280.6% | -58.7% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling