+57.5%
USO vs SITM
+4,437.5%
-4,379.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.8% |
| 7D | +6.2% | +3.7% | +2.5% | +6.0% |
| 30D | +19.1% | -14.5% | +33.6% | +19.9% |
| 3M | +14.2% | -10.6% | +24.8% | +14.2% |
| 6M | +43.7% | +65.5% | -21.8% | +37.7% |
| YTD | +116.8% | +67.0% | +49.8% | +106.4% |
| 1Y | +104.3% | +138.6% | -34.3% | +88.0% |
| 3Y | +91.5% | +421.8% | -330.3% | +60.0% |
| 5Y | +214.1% | +172.4% | +41.6% | +161.2% |
| All | +57.5% | +4,437.5% | -4,379.9% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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