+45.9%
OXY vs SIMO
+94.5%
-48.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.6% | +4.5% | -5.2% |
| 7D | -8.8% | -16.9% | +8.1% | -9.0% |
| 30D | -1.7% | -35.4% | +33.7% | -2.3% |
| 3M | +4.5% | -31.9% | +36.4% | +4.1% |
| 6M | -4.0% | -19.3% | +15.3% | -4.0% |
| YTD | +41.4% | +98.5% | -57.1% | +45.7% |
| 1Y | +45.9% | +100.5% | -54.6% | +50.9% |
| All | +45.9% | +94.5% | -48.6% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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