+86.1%
USO vs SGI
+266.5%
-180.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.1% | +8.7% | +5.9% |
| 7D | +11.5% | -4.9% | +16.4% | +11.9% |
| 30D | +24.1% | +1.6% | +22.5% | +23.8% |
| 3M | +17.9% | -3.2% | +21.1% | +17.7% |
| 6M | +49.6% | -16.0% | +65.7% | +50.3% |
| YTD | +129.0% | -25.4% | +154.4% | +133.0% |
| 1Y | +112.0% | -21.6% | +133.6% | +113.6% |
| 3Y | +102.3% | +52.9% | +49.4% | +82.3% |
| 5Y | +224.5% | +47.5% | +177.1% | +188.7% |
| All | +86.1% | +266.5% | -180.4% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling