+85.0%
USO vs SAN
+267.7%
-182.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +3.7% |
| 7D | -1.4% | +1.0% | -2.4% | -1.7% |
| 30D | -4.6% | -9.4% | +4.8% | -3.3% |
| 3M | +14.7% | -17.1% | +31.9% | +17.9% |
| 6M | +1.2% | +2.2% | -0.9% | -0.8% |
| YTD | +111.2% | +6.0% | +105.2% | +101.4% |
| 1Y | +109.3% | +12.7% | +96.6% | +96.2% |
| 3Y | +103.5% | +242.1% | -138.7% | +37.5% |
| 5Y | +160.9% | +293.6% | -132.7% | +62.8% |
| All | +85.0% | +267.7% | -182.7% | +16.0% |
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