+86.1%
USO vs SAP
+175.6%
-89.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.8% |
| 7D | +11.5% | -5.1% | +16.6% | +12.2% |
| 30D | +24.1% | -1.8% | +25.9% | +24.3% |
| 3M | +17.9% | +20.9% | -3.0% | +14.4% |
| 6M | +49.6% | +7.0% | +42.6% | +47.4% |
| YTD | +129.0% | -13.7% | +142.7% | +133.7% |
| 1Y | +112.0% | -19.6% | +131.6% | +119.3% |
| 3Y | +102.3% | +52.4% | +49.9% | +74.4% |
| 5Y | +224.5% | +54.4% | +170.1% | +175.7% |
| All | +86.1% | +175.6% | -89.5% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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