-73.2%
USO vs SGI
+1,620.7%
-1,693.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -1.9% | -5.3% | +3.4% | -1.3% |
| 30D | -5.2% | -2.1% | -3.1% | -5.2% |
| 3M | +16.4% | -8.2% | +24.6% | +17.0% |
| 6M | +2.5% | -4.6% | +7.0% | +1.7% |
| YTD | +110.5% | -31.5% | +142.0% | +115.6% |
| 1Y | +108.4% | -30.8% | +139.2% | +113.0% |
| 3Y | +99.6% | +67.2% | +32.4% | +77.6% |
| 5Y | +160.1% | +42.5% | +117.6% | +130.0% |
| 10Y | +86.3% | +321.9% | -235.6% | +29.5% |
| All | -73.2% | +1,620.7% | -1,693.9% | -87.4% |
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 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