+97.3%
USO vs SIMO
+77.7%
+19.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.9% |
| 7D | -10.6% | -16.0% | +5.5% | -10.7% |
| 30D | -4.6% | -35.8% | +31.2% | -5.3% |
| 3M | +12.3% | -26.5% | +38.8% | +11.8% |
| 6M | +5.9% | -33.0% | +38.9% | +5.9% |
| YTD | +104.5% | +84.3% | +20.2% | +119.3% |
| 1Y | +97.3% | +82.0% | +15.4% | +112.5% |
| All | +97.3% | +77.7% | +19.6% | +112.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling