+3,476.8%
STX vs USO
+90.4%
+3,386.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.6% | -8.3% | -3.3% |
| 7D | +8.0% | +11.5% | -3.5% | +6.6% |
| 30D | +5.1% | +24.1% | -19.0% | +2.4% |
| 3M | +5.8% | +17.9% | -12.2% | +3.5% |
| 6M | +124.9% | +49.6% | +75.3% | +111.8% |
| YTD | +213.9% | +129.0% | +84.9% | +176.8% |
| 1Y | +350.4% | +112.0% | +238.4% | +301.1% |
| 3Y | +1,314.2% | +102.3% | +1,211.9% | +1,153.6% |
| 5Y | +1,092.8% | +224.5% | +868.2% | +860.8% |
| All | +3,476.8% | +90.4% | +3,386.5% | +3,096.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling