+86.1%
USO vs SAN
+347.0%
-260.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +11.5% | -2.8% | +14.3% | +12.0% |
| 30D | +24.1% | -0.5% | +24.7% | +24.2% |
| 3M | +17.9% | +22.7% | -4.8% | +12.7% |
| 6M | +49.6% | +28.8% | +20.8% | +39.5% |
| YTD | +129.0% | +26.3% | +102.7% | +112.7% |
| 1Y | +112.0% | +48.8% | +63.1% | +88.1% |
| 3Y | +102.3% | +347.2% | -244.9% | +28.7% |
| 5Y | +224.5% | +383.8% | -159.2% | +93.9% |
| All | +86.1% | +347.0% | -260.9% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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