+341.9%
OKE vs SFM
+106.3%
+235.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | 0.0% | -8.8% | +8.7% | +1.3% |
| 30D | +4.6% | -14.5% | +19.0% | +6.8% |
| 3M | +6.9% | -16.8% | +23.8% | +9.4% |
| 6M | +15.8% | -5.3% | +21.1% | +15.6% |
| YTD | +35.2% | -9.4% | +44.6% | +35.6% |
| 1Y | +37.6% | -46.2% | +83.7% | +48.6% |
| 3Y | +72.0% | +81.3% | -9.2% | +50.7% |
| 5Y | +139.0% | +211.9% | -72.9% | +87.7% |
| 10Y | +258.7% | +268.4% | -9.6% | +161.6% |
| All | +341.9% | +106.3% | +235.6% | +255.7% |
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