+91.4%
USO vs SBAC
-8.7%
+100.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.6% |
| 7D | +6.2% | +0.2% | +6.1% | +6.3% |
| 30D | +19.1% | +3.9% | +15.2% | +19.4% |
| 3M | +14.2% | -8.2% | +22.4% | +13.7% |
| 6M | +43.7% | -2.8% | +46.5% | +41.2% |
| YTD | +116.8% | -1.5% | +118.4% | +113.2% |
| 1Y | +104.3% | 0.0% | +104.3% | +101.7% |
| All | +91.4% | -8.7% | +100.1% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling