+2.3%
OXY vs SFM
+132.6%
-130.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +11.6% | -4.4% | +15.9% | +12.0% |
| 3M | +2.8% | +1.5% | +1.3% | +2.3% |
| 6M | +13.0% | +6.5% | +6.6% | +11.5% |
| YTD | +47.4% | +2.2% | +45.2% | +45.9% |
| 1Y | +31.5% | -41.9% | +73.4% | +37.8% |
| 3Y | -1.9% | +106.8% | -108.7% | -13.1% |
| 5Y | +148.0% | +231.6% | -83.6% | +101.2% |
| 10Y | +2.3% | +258.4% | -256.2% | -21.6% |
| All | +2.3% | +132.6% | -130.2% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling