+85.0%
USO vs SFM
+137.0%
-52.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.6% | +3.2% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | -4.6% | -19.2% | +14.6% | -4.0% |
| 3M | +14.7% | -40.3% | +55.0% | +17.0% |
| 6M | +1.2% | -40.9% | +42.1% | +3.1% |
| YTD | +111.2% | -35.5% | +146.7% | +113.8% |
| 1Y | +109.3% | -37.4% | +146.7% | +112.2% |
| 3Y | +103.5% | +25.5% | +78.0% | +97.8% |
| 5Y | +160.9% | +113.0% | +47.9% | +141.5% |
| All | +85.0% | +137.0% | -52.0% | +71.2% |
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