+62.9%
USO vs SNAP
-78.1%
+141.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.9% | +6.0% | -8.0% | -2.0% |
| 30D | -5.2% | -13.8% | +8.6% | -5.0% |
| 3M | +16.4% | -0.8% | +17.2% | +16.3% |
| 6M | +2.5% | -6.2% | +8.7% | +2.4% |
| YTD | +110.5% | -34.8% | +145.3% | +112.5% |
| 1Y | +108.4% | -38.7% | +147.1% | +110.9% |
| 3Y | +99.6% | -53.5% | +153.1% | +100.7% |
| 5Y | +160.1% | -90.2% | +250.3% | +170.0% |
| All | +62.9% | -78.1% | +141.0% | +46.3% |
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