+104.3%
USO vs SN
+47.1%
+57.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +1.2% |
| 7D | +6.2% | -3.4% | +9.6% | +4.7% |
| 30D | +19.1% | -9.1% | +28.2% | +14.7% |
| 3M | +14.2% | +31.8% | -17.6% | +30.2% |
| 6M | +43.7% | +52.0% | -8.3% | +80.3% |
| YTD | +116.8% | +51.3% | +65.5% | +170.1% |
| 1Y | +104.3% | +46.9% | +57.5% | +149.4% |
| All | +104.3% | +47.1% | +57.2% | +149.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling