+58.3%
USO vs SNAP
-79.2%
+137.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -10.6% | -10.6% | 0.0% | -10.4% |
| 30D | -4.6% | -19.7% | +15.2% | -4.2% |
| 3M | +12.3% | -6.5% | +18.9% | +12.3% |
| 6M | +5.9% | -17.8% | +23.6% | +6.1% |
| YTD | +104.5% | -38.0% | +142.6% | +106.8% |
| 1Y | +97.3% | -42.5% | +139.8% | +100.0% |
| 3Y | +97.0% | -55.8% | +152.9% | +98.3% |
| 5Y | +151.2% | -90.5% | +241.7% | +160.8% |
| All | +58.3% | -79.2% | +137.5% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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