+82.0%
USO vs SFM
+271.4%
-189.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | +9.1% | -10.6% | +19.7% | +9.6% |
| 30D | +21.7% | -15.5% | +37.1% | +22.5% |
| 3M | +20.2% | -17.4% | +37.7% | +21.1% |
| 6M | +43.4% | -3.4% | +46.8% | +43.1% |
| YTD | +124.0% | -8.7% | +132.6% | +124.1% |
| 1Y | +112.2% | -47.2% | +159.4% | +117.5% |
| 3Y | +97.7% | +82.7% | +14.9% | +89.6% |
| 5Y | +217.4% | +214.3% | +3.1% | +189.6% |
| All | +82.0% | +271.4% | -189.4% | +63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling