-16.8%
OXM vs SPY
+19.4%
-36.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.9% |
| 7D | -16.3% | +0.5% | -16.9% | -16.8% |
| 30D | -14.7% | -0.9% | -13.7% | -13.7% |
| 3M | -27.9% | +3.9% | -31.7% | -31.0% |
| 6M | -13.0% | +14.5% | -27.5% | -27.1% |
| YTD | -3.0% | +12.9% | -16.0% | -16.9% |
| 1Y | -16.8% | +19.4% | -36.2% | -50.1% |
| All | -16.8% | +19.4% | -36.2% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling