+86.3%
USO vs SFM
+90.5%
-4.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.5% | +9.4% | +3.0% |
| 7D | +3.6% | -5.8% | +9.4% | +3.7% |
| 30D | +23.8% | -11.4% | +35.1% | +24.1% |
| 3M | +8.1% | -12.2% | +20.2% | +8.4% |
| 6M | +34.3% | -5.2% | +39.4% | +34.2% |
| YTD | +111.1% | -4.5% | +115.6% | +110.8% |
| 1Y | +99.9% | -45.4% | +145.3% | +102.0% |
| All | +86.3% | +90.5% | -4.1% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling