-52.4%
USO vs SFM
+48.8%
-101.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.4% |
| 7D | -1.9% | +6.0% | -8.0% | -2.2% |
| 30D | -5.2% | -19.5% | +14.3% | -4.3% |
| 3M | +16.4% | -37.0% | +53.5% | +19.1% |
| 6M | +2.5% | -41.0% | +43.5% | +5.1% |
| YTD | +110.5% | -34.6% | +145.1% | +114.0% |
| 1Y | +108.4% | -36.3% | +144.7% | +112.1% |
| 3Y | +99.6% | +24.5% | +75.1% | +91.8% |
| 5Y | +160.1% | +115.9% | +44.2% | +135.1% |
| 10Y | +86.3% | +139.5% | -53.3% | +62.0% |
| All | -52.4% | +48.8% | -101.2% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling