+773.1%
SPYM vs USO
-73.3%
+846.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -1.0% |
| 7D | +0.6% | +3.6% | -3.0% | 0.0% |
| 30D | -0.9% | +23.8% | -24.7% | -4.3% |
| 3M | +3.9% | +8.1% | -4.1% | +2.0% |
| 6M | +14.5% | +34.3% | -19.7% | +6.9% |
| YTD | +13.0% | +111.1% | -98.2% | -3.1% |
| 1Y | +19.4% | +99.9% | -80.5% | +3.3% |
| 3Y | +78.9% | +86.5% | -7.6% | +54.1% |
| 5Y | +82.3% | +200.5% | -118.2% | +39.1% |
| 10Y | +314.7% | +66.5% | +248.2% | +233.7% |
| All | +773.1% | -73.3% | +846.4% | +810.0% |
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