+99.6%
USO vs SN
+496.6%
-397.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.9% |
| 7D | +3.6% | +0.1% | +3.4% | +3.6% |
| 30D | +23.8% | -5.6% | +29.4% | +23.3% |
| 3M | +8.1% | +48.1% | -40.0% | +10.3% |
| 6M | +34.3% | +57.6% | -23.4% | +38.0% |
| YTD | +111.1% | +56.5% | +54.6% | +116.5% |
| 1Y | +99.9% | +52.6% | +47.4% | +105.3% |
| 3Y | +86.5% | +412.0% | -325.5% | +85.9% |
| All | +99.6% | +496.6% | -397.1% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling