+15.7%
OXY vs SIMO
+453.3%
-437.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | -0.7% |
| 7D | -0.2% | +0.9% | -1.1% | -0.6% |
| 30D | -6.4% | -25.4% | +19.0% | -2.9% |
| 3M | -2.6% | -17.8% | +15.1% | -1.9% |
| 6M | +4.8% | -29.6% | +34.3% | +5.6% |
| YTD | +41.2% | +100.3% | -59.2% | +10.4% |
| 1Y | +39.5% | +100.4% | -60.9% | +8.9% |
| 3Y | -0.8% | +246.1% | -246.9% | -35.1% |
| 5Y | +91.6% | +189.8% | -98.2% | +23.2% |
| 10Y | +15.7% | +434.6% | -418.9% | -44.5% |
| All | +15.7% | +453.3% | -437.6% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling