+12.4%
SPGI vs USO
+149.4%
-136.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.7% |
| 7D | -0.9% | -9.1% | +8.2% | -0.8% |
| 30D | +15.5% | -3.7% | +19.3% | +15.5% |
| 3M | +15.7% | +20.9% | -5.3% | +15.1% |
| 6M | +19.1% | +6.8% | +12.3% | +18.8% |
| YTD | -4.1% | +106.3% | -110.3% | -8.1% |
| 1Y | +1.2% | +100.2% | -99.0% | -2.9% |
| 3Y | +31.6% | +103.1% | -71.5% | +24.7% |
| 5Y | +12.4% | +146.1% | -133.6% | -3.5% |
| All | +12.4% | +149.4% | -136.9% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling