+6.4%
OXY vs SPMO
+517.6%
-511.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | +2.8% | -0.9% | +3.8% | +3.5% |
| 30D | +5.5% | -1.9% | +7.4% | +6.7% |
| 3M | +11.3% | -1.4% | +12.7% | +10.2% |
| 6M | +11.6% | +25.5% | -13.9% | -10.9% |
| YTD | +51.6% | +24.8% | +26.7% | +21.2% |
| 1Y | +36.2% | +24.5% | +11.7% | +8.6% |
| 3Y | +1.7% | +157.1% | -155.4% | -59.4% |
| 5Y | +164.5% | +149.5% | +15.0% | +9.3% |
| All | +6.4% | +517.6% | -511.2% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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