+214.1%
USO vs SFM
+217.9%
-3.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +2.7% |
| 7D | +6.2% | -7.2% | +13.4% | +6.3% |
| 30D | +19.1% | -14.3% | +33.4% | +19.3% |
| 3M | +14.2% | -13.7% | +27.9% | +14.4% |
| 6M | +43.7% | -6.0% | +49.8% | +43.7% |
| YTD | +116.8% | -8.2% | +125.1% | +116.7% |
| 1Y | +104.3% | -46.2% | +150.6% | +105.2% |
| 3Y | +91.5% | +83.6% | +8.0% | +96.8% |
| 5Y | +214.1% | +212.7% | +1.4% | +225.6% |
| All | +214.1% | +217.9% | -3.8% | +225.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling