+214.1%
USO vs SAN
+384.1%
-170.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.7% |
| 7D | +6.2% | -0.5% | +6.7% | +6.2% |
| 30D | +19.1% | -0.1% | +19.2% | +19.1% |
| 3M | +14.2% | +19.6% | -5.4% | +14.1% |
| 6M | +43.7% | +32.7% | +11.1% | +42.3% |
| YTD | +116.8% | +26.7% | +90.2% | +114.7% |
| 1Y | +104.3% | +51.6% | +52.7% | +97.1% |
| 3Y | +91.5% | +348.7% | -257.2% | +54.0% |
| 5Y | +214.1% | +378.7% | -164.7% | +138.6% |
| All | +214.1% | +384.1% | -170.0% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling