+82.0%
USO vs SBAC
+87.1%
-5.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | +9.1% | -2.1% | +11.2% | +9.3% |
| 30D | +21.7% | +2.0% | +19.7% | +21.4% |
| 3M | +20.2% | -8.3% | +28.5% | +21.1% |
| 6M | +43.4% | +0.3% | +43.0% | +42.1% |
| YTD | +124.0% | -2.2% | +126.2% | +122.3% |
| 1Y | +112.2% | -4.6% | +116.8% | +111.1% |
| 3Y | +97.7% | -8.3% | +105.9% | +94.2% |
| 5Y | +217.4% | -42.8% | +260.3% | +235.6% |
| All | +82.0% | +87.1% | -5.1% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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