+91.4%
USO vs SGI
+55.1%
+36.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +2.3% |
| 7D | +6.2% | +0.6% | +5.6% | +6.4% |
| 30D | +19.1% | +5.5% | +13.6% | +20.6% |
| 3M | +14.2% | -3.6% | +17.8% | +14.3% |
| 6M | +43.7% | -15.0% | +58.8% | +44.3% |
| YTD | +116.8% | -23.0% | +139.9% | +118.0% |
| 1Y | +104.3% | -18.4% | +122.8% | +105.0% |
| All | +91.4% | +55.1% | +36.3% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling