+91.4%
USO vs SCHG
+16.6%
+74.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.9% |
| 7D | +9.5% | -0.7% | +10.2% | +8.8% |
| 30D | +23.6% | +0.2% | +23.3% | +24.0% |
| 3M | +3.8% | +2.2% | +1.6% | +7.1% |
| 6M | +55.0% | +15.0% | +40.0% | +81.5% |
| YTD | +105.3% | +9.2% | +96.1% | +141.3% |
| 1Y | +91.4% | +15.7% | +75.6% | +138.7% |
| All | +91.4% | +16.6% | +74.7% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling