+102.2%
USO vs SFM
-35.8%
+138.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -7.9% |
| 7D | -12.7% | -12.3% | -0.4% | -12.3% |
| 30D | +1.0% | -16.2% | +17.2% | +1.4% |
| 3M | +25.6% | -36.8% | +62.4% | +27.0% |
| 6M | -1.5% | -32.6% | +31.1% | -1.0% |
| YTD | +110.3% | -31.7% | +142.0% | +110.9% |
| 1Y | +102.2% | -35.0% | +137.2% | +101.4% |
| All | +102.2% | -35.8% | +138.0% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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