-16.7%
OXM vs SPY
+11.8%
-28.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.9% |
| 7D | -6.8% | +3.3% | -10.1% | -9.1% |
| 30D | +12.9% | -2.7% | +15.6% | +15.1% |
| 3M | -19.4% | -1.7% | -17.6% | -18.5% |
| 6M | -29.0% | +3.1% | -32.1% | -30.9% |
| YTD | -10.8% | +11.9% | -22.7% | -19.9% |
| 1Y | -16.7% | +12.0% | -28.7% | -25.8% |
| All | -16.7% | +11.8% | -28.5% | -25.8% |
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