+216.5%
SLV vs USO
+90.4%
+126.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.6% | -10.9% | -5.9% |
| 7D | -5.0% | +11.5% | -16.5% | -6.1% |
| 30D | -1.8% | +24.1% | -25.9% | -4.0% |
| 3M | -0.3% | +17.9% | -18.2% | -2.3% |
| 6M | -28.2% | +49.6% | -77.8% | -32.7% |
| YTD | -10.7% | +129.0% | -139.7% | -21.5% |
| 1Y | +53.7% | +112.0% | -58.3% | +36.4% |
| 3Y | +173.7% | +102.3% | +71.4% | +142.4% |
| 5Y | +161.5% | +224.5% | -63.1% | +117.6% |
| All | +216.5% | +90.4% | +126.1% | +165.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling