+166.0%
CVX vs SFM
+219.5%
-53.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.0% |
| 7D | -0.6% | -5.8% | +5.2% | -0.3% |
| 30D | +13.4% | -11.4% | +24.8% | +14.2% |
| 3M | +11.8% | -12.2% | +24.0% | +12.5% |
| 6M | +12.4% | -5.2% | +17.6% | +12.4% |
| YTD | +41.5% | -4.5% | +46.0% | +41.3% |
| 1Y | +41.6% | -45.4% | +87.0% | +46.5% |
| 3Y | +42.2% | +91.1% | -48.8% | +34.5% |
| 5Y | +166.0% | +226.8% | -60.8% | +142.2% |
| All | +166.0% | +219.5% | -53.6% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling