+82.0%
USO vs SPXS
-99.6%
+181.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.6% |
| 7D | +9.1% | +2.5% | +6.6% | +9.5% |
| 30D | +21.7% | +4.2% | +17.5% | +22.5% |
| 3M | +20.2% | -9.3% | +29.5% | +18.1% |
| 6M | +43.4% | -30.7% | +74.1% | +33.6% |
| YTD | +124.0% | -28.1% | +152.0% | +110.4% |
| 1Y | +112.2% | -35.1% | +147.3% | +96.0% |
| 3Y | +97.7% | -79.6% | +177.2% | +50.1% |
| 5Y | +217.4% | -86.3% | +303.7% | +139.9% |
| All | +82.0% | -99.6% | +181.5% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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