+6.4%
OXY vs SFM
+271.4%
-265.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +2.8% | -10.6% | +13.4% | +3.8% |
| 30D | +5.5% | -15.5% | +20.9% | +6.9% |
| 3M | +11.3% | -17.4% | +28.7% | +12.9% |
| 6M | +11.6% | -3.4% | +15.0% | +11.2% |
| YTD | +51.6% | -8.7% | +60.2% | +51.6% |
| 1Y | +36.2% | -47.2% | +83.4% | +43.3% |
| 3Y | +1.7% | +82.7% | -81.0% | -8.0% |
| 5Y | +164.5% | +214.3% | -49.8% | +117.6% |
| All | +6.4% | +271.4% | -265.0% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling