+94.6%
USO vs SEI
+644.4%
-549.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -3.1% |
| 7D | +9.1% | +22.6% | -13.5% | +4.7% |
| 30D | +21.7% | +9.1% | +12.6% | +19.0% |
| 3M | +20.2% | -11.3% | +31.6% | +20.6% |
| 6M | +43.4% | +22.0% | +21.3% | +32.5% |
| YTD | +124.0% | +47.3% | +76.7% | +95.6% |
| 1Y | +112.2% | +124.8% | -12.6% | +64.7% |
| 3Y | +97.7% | +591.3% | -493.6% | -3.0% |
| 5Y | +217.4% | +1,008.2% | -790.8% | +26.5% |
| All | +94.6% | +644.4% | -549.8% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling