+214.1%
USO vs SBAC
-44.9%
+259.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.7% |
| 7D | +6.2% | +0.2% | +6.1% | +6.2% |
| 30D | +19.1% | +3.9% | +15.2% | +19.0% |
| 3M | +14.2% | -8.2% | +22.4% | +14.4% |
| 6M | +43.7% | -2.8% | +46.5% | +42.5% |
| YTD | +116.8% | -1.5% | +118.4% | +114.9% |
| 1Y | +104.3% | 0.0% | +104.3% | +102.5% |
| 3Y | +91.5% | -8.4% | +99.9% | +88.8% |
| 5Y | +214.1% | -43.5% | +257.6% | +220.8% |
| All | +214.1% | -44.9% | +259.0% | +220.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling