-73.2%
USO vs SMTC
+803.4%
-876.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.0% | -7.1% | +1.6% |
| 7D | +3.6% | +22.9% | -19.4% | +0.7% |
| 30D | +23.8% | +16.6% | +7.1% | +20.6% |
| 3M | +8.1% | +2.4% | +5.6% | +6.1% |
| 6M | +34.3% | +98.3% | -64.0% | +17.9% |
| YTD | +111.1% | +120.7% | -9.5% | +81.0% |
| 1Y | +99.9% | +168.3% | -68.3% | +64.8% |
| 3Y | +86.5% | +571.7% | -485.2% | +16.1% |
| 5Y | +200.5% | +114.0% | +86.5% | +128.1% |
| 10Y | +66.5% | +497.0% | -430.4% | -7.5% |
| All | -73.2% | +803.4% | -876.6% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling