-41.0%
OXM vs SPY
+311.3%
-352.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.9% |
| 7D | -16.3% | +0.5% | -16.9% | -16.9% |
| 30D | -14.7% | -0.9% | -13.7% | -13.7% |
| 3M | -27.9% | +3.9% | -31.7% | -31.3% |
| 6M | -13.0% | +14.5% | -27.5% | -25.6% |
| YTD | -3.0% | +12.9% | -16.0% | -15.7% |
| 1Y | -16.8% | +19.4% | -36.2% | -32.0% |
| 3Y | -61.8% | +78.5% | -140.3% | -79.9% |
| 5Y | -57.4% | +81.8% | -139.1% | -78.0% |
| 10Y | -41.0% | +311.5% | -352.6% | -86.3% |
| All | -41.0% | +311.3% | -352.3% | -86.3% |
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