+102.2%
USO vs SGI
-10.7%
+112.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.8% | -14.9% | -4.3% |
| 7D | -12.7% | +12.1% | -24.8% | -6.6% |
| 30D | +1.0% | +12.1% | -11.1% | +8.1% |
| 3M | +25.6% | +0.4% | +25.2% | +27.3% |
| 6M | -1.5% | -4.0% | +2.5% | +1.1% |
| YTD | +110.3% | -21.2% | +131.5% | +114.3% |
| 1Y | +102.2% | -12.1% | +114.2% | +107.5% |
| All | +102.2% | -10.7% | +112.9% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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