-73.8%
USO vs SIMO
+1,650.2%
-1,724.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.7% | -9.6% | -4.4% |
| 7D | -9.1% | -8.2% | -0.9% | -8.5% |
| 30D | -3.7% | -34.6% | +30.9% | -0.2% |
| 3M | +20.9% | -32.6% | +53.5% | +23.9% |
| 6M | +6.8% | -31.8% | +38.6% | +8.0% |
| YTD | +106.3% | +87.6% | +18.7% | +83.5% |
| 1Y | +100.2% | +86.7% | +13.5% | +78.1% |
| 3Y | +103.1% | +227.4% | -124.4% | +66.4% |
| 5Y | +146.1% | +173.0% | -26.9% | +100.7% |
| 10Y | +73.5% | +409.6% | -336.2% | +26.7% |
| All | -73.8% | +1,650.2% | -1,724.0% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling