+186.3%
CVX vs SFM
+132.6%
+53.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.6% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +12.9% | -4.4% | +17.3% | +13.3% |
| 3M | +11.7% | +1.5% | +10.2% | +11.2% |
| 6M | +14.1% | +6.5% | +7.7% | +12.6% |
| YTD | +40.7% | +2.2% | +38.5% | +39.3% |
| 1Y | +37.5% | -41.9% | +79.4% | +44.5% |
| 3Y | +43.9% | +106.8% | -62.8% | +27.2% |
| 5Y | +161.5% | +231.6% | -70.1% | +112.1% |
| 10Y | +215.1% | +258.4% | -43.3% | +141.9% |
| All | +186.3% | +132.6% | +53.8% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling