+103.1%
USO vs SIMO
+230.1%
-127.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.7% | -9.6% | -4.0% |
| 7D | -9.1% | -8.2% | -0.9% | -8.8% |
| 30D | -3.7% | -34.6% | +30.9% | -3.0% |
| 3M | +20.9% | -32.6% | +53.5% | +21.5% |
| 6M | +6.8% | -31.8% | +38.6% | +6.9% |
| YTD | +106.3% | +87.6% | +18.7% | +92.8% |
| 1Y | +100.2% | +86.7% | +13.5% | +87.0% |
| 3Y | +103.1% | +227.4% | -124.4% | +62.2% |
| All | +103.1% | +230.1% | -127.0% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling