+22.5%
STM vs USO
+198.8%
-176.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.5% |
| 7D | +5.2% | +3.6% | +1.6% | +5.3% |
| 30D | -7.4% | +23.8% | -31.1% | -6.9% |
| 3M | -30.6% | +8.1% | -38.7% | -30.4% |
| 6M | +66.4% | +34.3% | +32.1% | +65.3% |
| YTD | +101.1% | +111.1% | -10.0% | +93.9% |
| 1Y | +97.4% | +99.9% | -2.6% | +90.9% |
| 3Y | +21.1% | +86.5% | -65.4% | +16.2% |
| 5Y | +22.5% | +200.5% | -178.1% | +1.2% |
| All | +22.5% | +198.8% | -176.3% | +1.2% |
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