+1,347.0%
OXY vs SMTC
+69,284.5%
-67,937.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -8.9% | +0.1% |
| 7D | -0.5% | +22.9% | -23.4% | -2.5% |
| 30D | +8.5% | +16.6% | -8.2% | +6.5% |
| 3M | +6.0% | +2.4% | +3.6% | +4.5% |
| 6M | +13.0% | +98.3% | -85.3% | +3.4% |
| YTD | +48.9% | +120.7% | -71.8% | +34.4% |
| 1Y | +36.4% | +168.3% | -131.8% | +20.1% |
| 3Y | -2.3% | +571.7% | -574.0% | -25.8% |
| 5Y | +160.6% | +114.0% | +46.6% | +117.9% |
| 10Y | +2.0% | +497.0% | -495.0% | -21.5% |
| All | +1,347.0% | +69,284.5% | -67,937.5% | +812.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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