-36.5%
OXM vs SPY
+315.0%
-351.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +1.0% |
| 7D | +6.3% | +0.1% | +6.2% | +6.1% |
| 30D | +23.0% | -3.3% | +26.3% | +27.4% |
| 3M | -15.6% | -2.4% | -13.2% | -13.5% |
| 6M | -30.2% | +2.6% | -32.7% | -32.7% |
| YTD | -4.1% | +11.2% | -15.4% | -15.5% |
| 1Y | -11.7% | +13.4% | -25.1% | -24.0% |
| 3Y | -57.7% | +79.9% | -137.6% | -78.0% |
| 5Y | -63.2% | +72.2% | -135.4% | -79.9% |
| 10Y | -36.5% | +307.3% | -343.8% | -82.7% |
| All | -36.5% | +315.0% | -351.5% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling