-73.9%
USO vs SNPS
+1,723.3%
-1,797.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.8% |
| 7D | +9.5% | -11.0% | +20.5% | +11.5% |
| 30D | +23.6% | -1.7% | +25.3% | +23.5% |
| 3M | +3.8% | -20.4% | +24.2% | +7.3% |
| 6M | +55.0% | -8.6% | +63.7% | +54.8% |
| YTD | +105.3% | -16.2% | +121.4% | +107.5% |
| 1Y | +91.4% | -34.6% | +125.9% | +97.8% |
| 3Y | +84.6% | -14.5% | +99.0% | +72.6% |
| 5Y | +191.7% | +17.0% | +174.7% | +141.4% |
| 10Y | +73.3% | +560.0% | -486.7% | -21.5% |
| All | -73.9% | +1,723.3% | -1,797.2% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 all: compounded portfolio wealth divided by compounded SNPS 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…
all analysis · Full analysis span regression · 6 months rolling