+161.6%
OXY vs SFM
+217.9%
-56.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 3M | +8.9% | -13.7% | +22.6% | +9.3% |
| 6M | +12.5% | -6.0% | +18.5% | +12.3% |
| YTD | +50.5% | -8.2% | +58.7% | +50.4% |
| 1Y | +38.6% | -46.2% | +84.9% | +41.3% |
| 3Y | -1.2% | +83.6% | -84.8% | -2.8% |
| 5Y | +161.6% | +212.7% | -51.1% | +158.1% |
| All | +161.6% | +217.9% | -56.2% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling