+82.6%
SPYM vs USO
+223.2%
-140.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -0.8% |
| 7D | -2.0% | +11.5% | -13.4% | -2.3% |
| 30D | -1.6% | +24.1% | -25.7% | -2.4% |
| 3M | +4.7% | +17.9% | -13.2% | +4.1% |
| 6M | +12.6% | +49.6% | -37.1% | +9.5% |
| YTD | +11.8% | +129.0% | -117.2% | +4.4% |
| 1Y | +17.5% | +112.0% | -94.4% | +10.5% |
| 3Y | +77.0% | +102.3% | -25.3% | +65.4% |
| 5Y | +82.6% | +224.5% | -142.0% | +47.7% |
| All | +82.6% | +223.2% | -140.6% | +47.7% |
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