+213.1%
USO vs SCHG
+84.3%
+128.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | +9.1% | -1.0% | +10.2% | +9.2% |
| 30D | +21.7% | -1.3% | +22.9% | +21.7% |
| 3M | +20.2% | +5.4% | +14.8% | +19.7% |
| 6M | +43.4% | +14.4% | +28.9% | +41.4% |
| YTD | +124.0% | +8.0% | +115.9% | +122.8% |
| 1Y | +112.2% | +12.7% | +99.5% | +109.5% |
| 3Y | +97.7% | +85.6% | +12.0% | +79.7% |
| All | +213.1% | +84.3% | +128.7% | +198.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling