+179.6%
OXY vs SIMO
+3,332.4%
-3,152.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -2.5% |
| 7D | +1.6% | +4.2% | -2.6% | +0.7% |
| 30D | +11.6% | +4.1% | +7.5% | +10.0% |
| 3M | +2.8% | -12.9% | +15.7% | +2.7% |
| 6M | +13.0% | +110.3% | -97.3% | -6.8% |
| YTD | +47.4% | +178.6% | -131.2% | +13.9% |
| 1Y | +31.5% | +220.0% | -188.5% | -1.9% |
| 3Y | -1.9% | +409.0% | -411.0% | -34.9% |
| 5Y | +148.0% | +277.3% | -129.4% | +67.6% |
| 10Y | +2.3% | +506.6% | -504.4% | -39.9% |
| All | +179.6% | +3,332.4% | -3,152.8% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling