+86.5%
USO vs SAN
+356.8%
-270.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +2.8% |
| 7D | +3.6% | +3.3% | +0.2% | +4.3% |
| 30D | +23.8% | +1.1% | +22.7% | +24.1% |
| 3M | +8.1% | +22.2% | -14.2% | +12.7% |
| 6M | +34.3% | +36.0% | -1.8% | +42.0% |
| YTD | +111.1% | +28.2% | +82.9% | +122.7% |
| 1Y | +99.9% | +54.1% | +45.8% | +108.1% |
| 3Y | +86.5% | +354.2% | -267.7% | +91.0% |
| All | +86.5% | +356.8% | -270.3% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling