+0.6%
OXY vs SFM
+48.8%
-48.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +4.2% | +6.0% | -1.8% | +3.6% |
| 30D | -4.3% | -19.5% | +15.1% | -2.8% |
| 3M | +2.3% | -37.0% | +39.3% | +6.4% |
| 6M | +5.5% | -41.0% | +46.6% | +10.2% |
| YTD | +44.9% | -34.6% | +79.5% | +49.0% |
| 1Y | +42.6% | -36.3% | +78.9% | +47.0% |
| 3Y | +0.7% | +24.5% | -23.8% | -6.5% |
| 5Y | +96.9% | +115.9% | -19.0% | +65.7% |
| 10Y | +18.8% | +139.5% | -120.7% | -5.6% |
| All | +0.6% | +48.8% | -48.2% | -13.6% |
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