+81.0%
USO vs SAP
+231.4%
-150.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -2.7% | -2.5% | -0.2% | -2.4% |
| 30D | -6.3% | +7.5% | -13.8% | -7.3% |
| 3M | +10.9% | +11.6% | -0.8% | +9.1% |
| 6M | +2.0% | +37.6% | -35.6% | -2.9% |
| YTD | +104.6% | -2.0% | +106.5% | +105.1% |
| 1Y | +94.5% | -6.4% | +100.9% | +96.9% |
| 3Y | +97.1% | +67.7% | +29.4% | +69.0% |
| 5Y | +151.6% | +75.7% | +75.9% | +110.8% |
| 10Y | +81.0% | +229.3% | -148.3% | +58.5% |
| All | +81.0% | +231.4% | -150.4% | +58.5% |
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