-63.2%
OXM vs SPY
+80.4%
-143.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.3% | -15.2% |
| 7D | -19.4% | +0.1% | -19.5% | -19.5% |
| 30D | -20.5% | +0.1% | -20.6% | -20.5% |
| 3M | -30.7% | +2.0% | -32.7% | -32.6% |
| 6M | -16.5% | +13.0% | -29.5% | -28.6% |
| YTD | -5.2% | +13.5% | -18.7% | -19.4% |
| 1Y | -22.5% | +20.0% | -42.5% | -38.6% |
| All | -63.2% | +80.4% | -143.6% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling