+318.0%
SPYM vs USO
+86.2%
+231.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | -0.8% | +9.1% | -9.9% | -1.7% |
| 30D | -1.1% | +21.7% | -22.8% | -3.2% |
| 3M | +3.9% | +20.2% | -16.4% | +1.4% |
| 6M | +13.6% | +43.4% | -29.7% | +7.3% |
| YTD | +12.7% | +124.0% | -111.2% | -0.3% |
| 1Y | +17.6% | +112.2% | -94.6% | +4.7% |
| 3Y | +77.2% | +97.7% | -20.4% | +57.3% |
| 5Y | +84.1% | +217.4% | -133.3% | +47.6% |
| All | +318.0% | +86.2% | +231.9% | +261.8% |
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