+161.6%
OXY vs SAN
+384.1%
-222.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +4.5% | -0.1% | +4.6% | +4.5% |
| 3M | +8.9% | +19.6% | -10.7% | +5.1% |
| 6M | +12.5% | +32.7% | -20.2% | +5.0% |
| YTD | +50.5% | +26.7% | +23.8% | +41.1% |
| 1Y | +38.6% | +51.6% | -13.0% | +23.4% |
| 3Y | -1.2% | +348.7% | -350.0% | -36.6% |
| 5Y | +161.6% | +378.7% | -217.1% | +57.9% |
| All | +161.6% | +384.1% | -222.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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