+97.7%
USO vs SPXS
-79.6%
+177.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.1% |
| 7D | +9.1% | +2.5% | +6.6% | +9.1% |
| 30D | +21.7% | +4.2% | +17.5% | +21.6% |
| 3M | +20.2% | -9.3% | +29.5% | +20.3% |
| 6M | +43.4% | -30.7% | +74.1% | +43.0% |
| YTD | +124.0% | -28.1% | +152.0% | +124.2% |
| 1Y | +112.2% | -35.1% | +147.3% | +110.6% |
| 3Y | +97.7% | -79.6% | +177.2% | +89.2% |
| All | +97.7% | -79.6% | +177.3% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling