+82.0%
USO vs SMTC
+548.2%
-466.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -2.6% |
| 7D | +9.1% | +13.1% | -4.0% | +7.9% |
| 30D | +21.7% | +19.5% | +2.2% | +19.4% |
| 3M | +20.2% | +2.2% | +18.0% | +18.9% |
| 6M | +43.4% | +94.9% | -51.5% | +31.7% |
| YTD | +124.0% | +127.0% | -3.0% | +100.9% |
| 1Y | +112.2% | +174.6% | -62.4% | +84.8% |
| 3Y | +97.7% | +615.9% | -518.3% | +35.9% |
| 5Y | +217.4% | +125.6% | +91.8% | +166.6% |
| All | +82.0% | +548.2% | -466.2% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling