-73.9%
USO vs SGI
+1,878.6%
-1,952.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +9.5% | +8.5% | +0.9% | +8.3% |
| 30D | +23.6% | +0.7% | +22.9% | +23.3% |
| 3M | +3.8% | +0.6% | +3.2% | +3.1% |
| 6M | +55.0% | -17.9% | +73.0% | +56.3% |
| YTD | +105.3% | -21.2% | +126.4% | +107.6% |
| 1Y | +91.4% | -18.9% | +110.2% | +92.2% |
| 3Y | +84.6% | +52.6% | +31.9% | +67.0% |
| 5Y | +191.7% | +60.7% | +131.0% | +155.2% |
| 10Y | +73.3% | +278.1% | -204.8% | +22.2% |
| All | -73.9% | +1,878.6% | -1,952.6% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling