-73.9%
USO vs SIMO
+2,498.8%
-2,572.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -1.0% |
| 7D | +9.5% | +4.2% | +5.2% | +8.9% |
| 30D | +23.6% | +4.1% | +19.5% | +22.6% |
| 3M | +3.8% | -12.9% | +16.7% | +3.9% |
| 6M | +55.0% | +110.3% | -55.3% | +39.2% |
| YTD | +105.3% | +178.6% | -73.3% | +77.5% |
| 1Y | +91.4% | +220.0% | -128.6% | +62.3% |
| 3Y | +84.6% | +409.0% | -324.5% | +46.1% |
| 5Y | +191.7% | +277.3% | -85.6% | +133.1% |
| 10Y | +73.3% | +506.6% | -433.3% | +25.8% |
| All | -73.9% | +2,498.8% | -2,572.7% | -87.9% |
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 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