+5.3%
OXY vs SIMO
+548.4%
-543.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | +0.6% | +14.5% | -13.9% | -1.7% |
| 30D | +4.5% | +20.4% | -15.9% | +0.9% |
| 3M | +8.9% | +7.1% | +1.8% | +5.1% |
| 6M | +12.5% | +129.2% | -116.8% | -9.3% |
| YTD | +50.5% | +201.9% | -151.5% | +12.6% |
| 1Y | +38.6% | +235.5% | -196.9% | +0.2% |
| 3Y | -1.2% | +463.8% | -465.1% | -39.3% |
| 5Y | +161.6% | +306.7% | -145.1% | +65.2% |
| 10Y | +5.3% | +579.5% | -574.2% | -48.5% |
| All | +5.3% | +548.4% | -543.1% | -48.5% |
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