+102.1%
USO vs SMTC
+546.3%
-444.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.9% | +8.5% | +5.6% |
| 7D | +11.5% | +17.5% | -6.1% | +11.6% |
| 30D | +24.1% | +21.3% | +2.8% | +24.4% |
| 3M | +17.9% | +3.1% | +14.8% | +18.2% |
| 6M | +49.6% | +81.7% | -32.1% | +51.2% |
| YTD | +129.0% | +115.9% | +13.1% | +130.2% |
| 1Y | +112.0% | +157.8% | -45.8% | +111.7% |
| All | +102.1% | +546.3% | -444.3% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling