+97.5%
OXY vs SFM
+116.0%
-18.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +4.2% | +6.0% | -1.8% | +4.1% |
| 30D | -4.3% | -19.5% | +15.1% | -3.8% |
| 3M | +2.3% | -37.0% | +39.3% | +3.6% |
| 6M | +5.5% | -41.0% | +46.6% | +7.1% |
| YTD | +44.9% | -34.6% | +79.5% | +46.1% |
| 1Y | +42.6% | -36.3% | +78.9% | +43.9% |
| 3Y | +0.7% | +24.5% | -23.8% | +0.4% |
| All | +97.5% | +116.0% | -18.5% | +102.8% |
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