+5.2%
SSPC vs OXY
+7.8%
-2.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -5.1% | +12.9% | +10.8% |
| 7D | +11.8% | -8.8% | +20.6% | +18.3% |
| 30D | +44.7% | -1.7% | +46.4% | +45.0% |
| 3M | -40.7% | +4.5% | -45.2% | -41.0% |
| All | +5.2% | +7.8% | -2.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · Available span rolling