+224.5%
USO vs SMTC
+112.1%
+112.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.9% | +8.5% | +5.6% |
| 7D | +11.5% | +17.5% | -6.1% | +11.2% |
| 30D | +24.1% | +21.3% | +2.8% | +23.8% |
| 3M | +17.9% | +3.1% | +14.8% | +17.9% |
| 6M | +49.6% | +81.7% | -32.1% | +48.1% |
| YTD | +129.0% | +115.9% | +13.1% | +124.7% |
| 1Y | +112.0% | +157.8% | -45.8% | +105.9% |
| 3Y | +102.3% | +557.3% | -455.0% | +83.1% |
| 5Y | +224.5% | +114.7% | +109.9% | +225.3% |
| All | +224.5% | +112.1% | +112.4% | +225.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling