-74.0%
USO vs SIMO
+1,619.7%
-1,693.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -10.6% | -16.0% | +5.5% | -9.2% |
| 30D | -4.6% | -35.8% | +31.2% | -0.9% |
| 3M | +12.3% | -26.5% | +38.8% | +14.2% |
| 6M | +5.9% | -33.0% | +38.9% | +7.2% |
| YTD | +104.5% | +84.3% | +20.2% | +82.3% |
| 1Y | +97.3% | +82.0% | +15.4% | +76.0% |
| 3Y | +97.0% | +218.5% | -121.5% | +61.9% |
| 5Y | +151.2% | +175.0% | -23.9% | +104.6% |
| 10Y | +76.1% | +407.5% | -331.4% | +28.7% |
| All | -74.0% | +1,619.7% | -1,693.7% | -87.6% |
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