+6.4%
OXY vs SPXS
-99.6%
+106.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.4% |
| 7D | +2.8% | +2.5% | +0.3% | +3.8% |
| 30D | +5.5% | +4.2% | +1.3% | +7.1% |
| 3M | +11.3% | -9.3% | +20.6% | +7.1% |
| 6M | +11.6% | -30.7% | +42.3% | -4.0% |
| YTD | +51.6% | -28.1% | +79.6% | +32.9% |
| 1Y | +36.2% | -35.1% | +71.3% | +15.1% |
| 3Y | +1.7% | -79.6% | +81.3% | -41.8% |
| 5Y | +164.5% | -86.3% | +250.7% | +51.4% |
| All | +6.4% | -99.6% | +106.0% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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