+1,945.0%
STM vs OXY
+1,546.4%
+398.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | -0.3% |
| 7D | -7.9% | -5.8% | -2.1% | -6.0% |
| 30D | -14.1% | -5.3% | -8.8% | -12.8% |
| 3M | -17.6% | -2.5% | -15.1% | -17.5% |
| 6M | -24.2% | +8.3% | -32.5% | -27.5% |
| YTD | +73.3% | +40.3% | +33.0% | +49.5% |
| 1Y | +90.1% | +38.8% | +51.3% | +64.3% |
| 3Y | +10.3% | -1.4% | +11.8% | +5.6% |
| 5Y | -5.7% | +92.2% | -98.0% | -32.8% |
| 10Y | +444.1% | +13.7% | +430.4% | +261.9% |
| All | +1,945.0% | +1,546.4% | +398.6% | +614.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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