-100.0%
SOXS vs USO
+86.2%
-186.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -6.4% |
| 7D | -4.7% | +9.1% | -13.9% | -1.7% |
| 30D | +7.7% | +21.7% | -13.9% | +15.9% |
| 3M | -10.2% | +20.2% | -30.4% | -4.0% |
| 6M | -99.2% | +43.4% | -142.6% | -99.3% |
| YTD | -99.5% | +124.0% | -223.5% | -99.4% |
| 1Y | -99.8% | +112.2% | -211.9% | -99.7% |
| 3Y | -100.0% | +97.7% | -197.6% | -100.0% |
| 5Y | -100.0% | +217.4% | -317.4% | -100.0% |
| All | -100.0% | +86.2% | -186.2% | -100.0% |
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