+40.2%
CVX vs SFM
-46.9%
+87.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.5% |
| 7D | +0.7% | -8.8% | +9.4% | +0.9% |
| 30D | +9.1% | -14.5% | +23.6% | +9.6% |
| 3M | +13.1% | -16.8% | +29.9% | +13.7% |
| 6M | +16.3% | -5.3% | +21.6% | +16.1% |
| YTD | +43.5% | -9.4% | +52.9% | +43.4% |
| 1Y | +40.2% | -46.2% | +86.3% | +37.1% |
| All | +40.2% | -46.9% | +87.1% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling