-73.2%
USO vs SAN
+171.2%
-244.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.9% | +4.0% | -5.9% | -3.0% |
| 30D | -5.2% | -7.8% | +2.6% | -3.8% |
| 3M | +16.4% | -16.4% | +32.8% | +20.7% |
| 6M | +2.5% | +3.5% | -1.0% | -0.6% |
| YTD | +110.5% | +6.7% | +103.8% | +97.7% |
| 1Y | +108.4% | +14.5% | +93.9% | +91.5% |
| 3Y | +99.6% | +243.5% | -143.9% | +28.8% |
| 5Y | +160.1% | +296.2% | -136.1% | +54.3% |
| 10Y | +86.3% | +268.5% | -182.2% | +5.8% |
| All | -73.2% | +171.2% | -244.4% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling