+214.5%
CVX vs SFM
+140.2%
+74.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +3.4% | +6.0% | -2.6% | +2.9% |
| 30D | -1.0% | -19.5% | +18.5% | +0.6% |
| 3M | +12.2% | -37.0% | +49.2% | +16.7% |
| 6M | +20.3% | -41.0% | +61.4% | +25.8% |
| YTD | +48.3% | -34.6% | +82.9% | +52.7% |
| 1Y | +46.9% | -36.3% | +83.2% | +51.6% |
| 3Y | +73.1% | +24.5% | +48.6% | +60.3% |
| 5Y | +135.2% | +115.9% | +19.3% | +96.9% |
| All | +214.5% | +140.2% | +74.4% | +151.0% |
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