-100.0%
SOXS vs USO
-50.3%
-49.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.6% | +2.5% | +10.9% |
| 7D | -9.4% | +11.5% | -20.9% | -4.3% |
| 30D | +6.2% | +24.1% | -18.0% | +18.5% |
| 3M | -28.0% | +17.9% | -46.0% | -22.7% |
| 6M | -99.2% | +49.6% | -148.8% | -99.3% |
| YTD | -99.5% | +129.0% | -228.5% | -99.4% |
| 1Y | -99.7% | +112.0% | -211.7% | -99.7% |
| 3Y | -100.0% | +102.3% | -202.3% | -100.0% |
| 5Y | -100.0% | +224.5% | -324.5% | -100.0% |
| 10Y | -100.0% | +86.9% | -186.9% | -100.0% |
| All | -100.0% | -50.3% | -49.7% | -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 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