+1.0%
OXY vs SFM
+83.0%
-82.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.2% |
| 7D | +0.6% | -7.2% | +7.8% | +0.9% |
| 30D | +4.5% | -14.3% | +18.8% | +5.1% |
| 3M | +8.9% | -13.7% | +22.6% | +9.4% |
| 6M | +12.5% | -6.0% | +18.5% | +12.2% |
| YTD | +50.5% | -8.2% | +58.7% | +50.2% |
| 1Y | +38.6% | -46.2% | +84.9% | +42.3% |
| All | +1.0% | +83.0% | -82.0% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling