+17.3%
OXY vs SBAC
+114.8%
-97.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +4.2% | +0.6% | +3.6% | +4.0% |
| 30D | -4.3% | +5.5% | -9.8% | -5.6% |
| 3M | +2.3% | +3.1% | -0.8% | +1.2% |
| 6M | +5.5% | -7.0% | +12.6% | +6.7% |
| YTD | +44.9% | +0.5% | +44.4% | +42.3% |
| 1Y | +42.6% | +0.2% | +42.4% | +40.1% |
| 3Y | +0.7% | -7.4% | +8.1% | -1.5% |
| 5Y | +96.9% | -39.7% | +136.6% | +116.9% |
| All | +17.3% | +114.8% | -97.5% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling