+224.5%
USO vs SRE
+46.9%
+177.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +5.9% |
| 7D | +11.5% | -0.7% | +12.1% | +11.6% |
| 30D | +24.1% | -1.7% | +25.8% | +24.5% |
| 3M | +17.9% | -7.1% | +25.0% | +19.7% |
| 6M | +49.6% | -8.4% | +58.0% | +52.1% |
| YTD | +129.0% | -3.5% | +132.5% | +129.4% |
| 1Y | +112.0% | +5.4% | +106.6% | +107.9% |
| 3Y | +102.3% | +29.5% | +72.8% | +78.9% |
| 5Y | +224.5% | +48.3% | +176.2% | +153.0% |
| All | +224.5% | +46.9% | +177.7% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 5y: compounded portfolio wealth divided by compounded SRE 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…
5y analysis · Full analysis span regression · 6 months rolling