+20.3%
SGOV vs USO
+502.3%
-482.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | 0.0% | +9.1% | -9.1% | +0.1% |
| 30D | +0.3% | +21.7% | -21.4% | +0.3% |
| 3M | +0.9% | +20.2% | -19.3% | +0.9% |
| 6M | +1.8% | +43.4% | -41.5% | +1.9% |
| YTD | +2.5% | +124.0% | -121.4% | +2.6% |
| 1Y | +3.8% | +112.2% | -108.4% | +3.8% |
| 3Y | +14.4% | +97.7% | -83.3% | +14.4% |
| 5Y | +20.2% | +217.4% | -197.2% | +20.2% |
| All | +20.3% | +502.3% | -482.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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