+200.5%
USO vs SIMO
+297.1%
-96.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +2.6% |
| 7D | +3.6% | +14.6% | -11.0% | +3.1% |
| 30D | +23.8% | +6.2% | +17.6% | +23.4% |
| 3M | +8.1% | +3.6% | +4.5% | +7.5% |
| 6M | +34.3% | +130.8% | -96.5% | +28.1% |
| YTD | +111.1% | +195.8% | -84.6% | +97.3% |
| 1Y | +99.9% | +225.0% | -125.1% | +85.1% |
| 3Y | +86.5% | +452.3% | -365.8% | +64.3% |
| 5Y | +200.5% | +303.6% | -103.1% | +163.9% |
| All | +200.5% | +297.1% | -96.6% | +163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling