+82.0%
USO vs SSNC
+173.6%
-91.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.6% |
| 7D | +9.1% | -4.0% | +13.2% | +10.1% |
| 30D | +21.7% | +0.5% | +21.2% | +21.3% |
| 3M | +20.2% | +18.9% | +1.3% | +14.2% |
| 6M | +43.4% | +10.8% | +32.5% | +38.1% |
| YTD | +124.0% | -7.1% | +131.1% | +125.9% |
| 1Y | +112.2% | -9.6% | +121.8% | +115.4% |
| 3Y | +97.7% | +51.1% | +46.6% | +67.6% |
| 5Y | +217.4% | +19.7% | +197.8% | +184.5% |
| All | +82.0% | +173.6% | -91.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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