+112.2%
USO vs SFM
-46.0%
+158.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | +9.1% | -10.6% | +19.7% | +9.3% |
| 30D | +21.7% | -15.5% | +37.1% | +22.1% |
| 3M | +20.2% | -17.4% | +37.7% | +21.2% |
| 6M | +43.4% | -3.4% | +46.8% | +42.7% |
| YTD | +124.0% | -8.7% | +132.6% | +123.1% |
| 1Y | +112.2% | -47.2% | +159.4% | +96.1% |
| All | +112.2% | -46.0% | +158.2% | +96.1% |
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