+200.5%
USO vs SM
+111.2%
+89.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.8% | +1.3% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | +23.8% | +31.5% | -7.7% | +10.0% |
| 3M | +8.1% | +17.3% | -9.3% | +0.8% |
| 6M | +34.3% | +48.5% | -14.3% | +14.3% |
| YTD | +111.1% | +106.3% | +4.9% | +57.4% |
| 1Y | +99.9% | +47.3% | +52.6% | +68.6% |
| 3Y | +86.5% | -1.4% | +87.9% | +75.1% |
| 5Y | +200.5% | +114.0% | +86.5% | +111.0% |
| All | +200.5% | +111.2% | +89.3% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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