+173.2%
OXY vs SIMO
+2,312.3%
-2,139.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.4% |
| 7D | +3.6% | +14.9% | -11.2% | +1.1% |
| 30D | -5.3% | -27.0% | +21.7% | -1.1% |
| 3M | +0.2% | -25.4% | +25.6% | +3.0% |
| 6M | +4.7% | -30.3% | +35.0% | +6.1% |
| YTD | +44.0% | +95.8% | -51.8% | +16.0% |
| 1Y | +42.1% | +100.0% | -58.0% | +13.8% |
| 3Y | +1.2% | +238.3% | -237.1% | -29.1% |
| 5Y | +95.7% | +187.6% | -91.9% | +35.8% |
| 10Y | +18.1% | +422.5% | -404.4% | -30.0% |
| All | +173.2% | +2,312.3% | -2,139.1% | -14.0% |
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