+151.6%
USO vs SAN
+300.6%
-148.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | 0.0% |
| 7D | -2.7% | +3.4% | -6.1% | -2.5% |
| 30D | -6.3% | -6.3% | -0.1% | -6.3% |
| 3M | +10.9% | -14.1% | +25.0% | +10.6% |
| 6M | +2.0% | +4.2% | -2.1% | +1.9% |
| YTD | +104.6% | +9.0% | +95.5% | +102.9% |
| 1Y | +94.5% | +18.8% | +75.8% | +90.8% |
| 3Y | +97.1% | +252.0% | -155.0% | +63.6% |
| 5Y | +151.6% | +299.5% | -147.8% | +121.4% |
| All | +151.6% | +300.6% | -148.9% | +121.4% |
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