-57.8%
USO vs SPXS
-100.0%
+42.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +3.2% |
| 7D | +3.6% | -1.5% | +5.1% | +3.2% |
| 30D | +23.8% | +3.7% | +20.1% | +24.8% |
| 3M | +8.1% | -9.6% | +17.6% | +5.4% |
| 6M | +34.3% | -32.4% | +66.7% | +21.4% |
| YTD | +111.1% | -28.7% | +139.8% | +93.7% |
| 1Y | +99.9% | -38.1% | +138.0% | +77.8% |
| 3Y | +86.5% | -80.1% | +166.6% | +30.9% |
| 5Y | +200.5% | -85.9% | +286.4% | +111.2% |
| 10Y | +66.5% | -99.5% | +166.1% | -41.7% |
| All | -57.8% | -100.0% | +42.2% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling