+77.0%
USO vs SIMO
+548.4%
-471.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.5% |
| 7D | +6.2% | +14.5% | -8.3% | +4.9% |
| 30D | +19.1% | +20.4% | -1.3% | +16.9% |
| 3M | +14.2% | +7.1% | +7.1% | +12.2% |
| 6M | +43.7% | +129.2% | -85.5% | +28.6% |
| YTD | +116.8% | +201.9% | -85.1% | +86.0% |
| 1Y | +104.3% | +235.5% | -131.2% | +72.1% |
| 3Y | +91.5% | +463.8% | -372.3% | +47.5% |
| 5Y | +214.1% | +306.7% | -92.6% | +144.9% |
| 10Y | +77.0% | +579.5% | -502.4% | +19.2% |
| All | +77.0% | +548.4% | -471.4% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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