+99.6%
USO vs SN
+650.0%
-550.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.2% | +3.0% |
| 7D | -1.4% | +1.4% | -2.8% | -1.3% |
| 30D | -4.6% | +16.6% | -21.2% | -3.4% |
| 3M | +14.7% | +18.3% | -3.5% | +16.4% |
| 6M | +1.2% | +103.1% | -101.8% | +5.7% |
| YTD | +111.2% | +96.7% | +14.5% | +120.5% |
| 1Y | +109.3% | +134.3% | -25.0% | +116.5% |
| 3Y | +103.5% | +425.2% | -321.8% | +105.6% |
| All | +99.6% | +650.0% | -550.4% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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