+234.2%
SLV vs USO
+80.3%
+153.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.0% |
| 7D | +2.8% | +6.2% | -3.5% | +2.2% |
| 30D | +2.2% | +19.1% | -16.9% | +0.4% |
| 3M | +2.9% | +14.2% | -11.3% | +1.1% |
| 6M | -22.4% | +43.7% | -66.2% | -27.0% |
| YTD | -5.7% | +116.8% | -122.6% | -16.6% |
| 1Y | +63.3% | +104.3% | -41.0% | +45.4% |
| 3Y | +189.0% | +91.5% | +97.5% | +157.4% |
| 5Y | +172.7% | +214.1% | -41.4% | +127.7% |
| All | +234.2% | +80.3% | +153.9% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling