+36.2%
OXY vs SFM
-46.0%
+82.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +2.8% | -10.6% | +13.4% | +3.0% |
| 30D | +5.5% | -15.5% | +20.9% | +5.8% |
| 3M | +11.3% | -17.4% | +28.7% | +11.7% |
| 6M | +11.6% | -3.4% | +15.0% | +11.0% |
| YTD | +51.6% | -8.7% | +60.2% | +50.6% |
| 1Y | +36.2% | -47.2% | +83.4% | +31.3% |
| All | +36.2% | -46.0% | +82.3% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling