+160.6%
OXY vs SIMO
+297.1%
-136.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +0.6% |
| 7D | -0.5% | +14.6% | -15.1% | -1.5% |
| 30D | +8.5% | +6.2% | +2.3% | +7.8% |
| 3M | +6.0% | +3.6% | +2.4% | +4.7% |
| 6M | +13.0% | +130.8% | -117.8% | +2.1% |
| YTD | +48.9% | +195.8% | -146.9% | +29.5% |
| 1Y | +36.4% | +225.0% | -188.6% | +16.6% |
| 3Y | -2.3% | +452.3% | -454.6% | -24.0% |
| 5Y | +160.6% | +303.6% | -143.0% | +112.8% |
| All | +160.6% | +297.1% | -136.5% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling