-50.8%
USO vs SCHG
+1,121.7%
-1,172.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.8% |
| 7D | +11.5% | -2.7% | +14.2% | +12.9% |
| 30D | +24.1% | -2.2% | +26.3% | +25.3% |
| 3M | +17.9% | +6.2% | +11.8% | +13.8% |
| 6M | +49.6% | +13.4% | +36.2% | +38.0% |
| YTD | +129.0% | +7.1% | +121.9% | +117.1% |
| 1Y | +112.0% | +12.5% | +99.5% | +95.2% |
| 3Y | +102.3% | +86.2% | +16.1% | +36.2% |
| 5Y | +224.5% | +83.9% | +140.6% | +112.0% |
| 10Y | +86.9% | +451.3% | -364.3% | -50.6% |
| All | -50.8% | +1,121.7% | -1,172.5% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling