+189.9%
CVX vs SFM
+39.6%
+150.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -6.2% | -6.9% | +0.7% | -5.6% |
| 30D | -0.4% | -25.0% | +24.6% | +2.0% |
| 3M | +9.3% | -42.7% | +52.0% | +15.0% |
| 6M | +18.4% | -41.0% | +59.4% | +23.8% |
| YTD | +42.5% | -38.7% | +81.1% | +47.8% |
| 1Y | +41.0% | -38.1% | +79.2% | +46.1% |
| 3Y | +67.5% | +19.3% | +48.2% | +56.1% |
| 5Y | +126.1% | +103.1% | +23.0% | +91.8% |
| 10Y | +198.8% | +131.1% | +67.7% | +139.0% |
| All | +189.9% | +39.6% | +150.3% | +140.2% |
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 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