+82.6%
USO vs SWKS
+33.1%
+49.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -12.1% | -6.2% | -5.9% | -11.3% |
| 30D | +3.1% | -1.5% | +4.6% | +3.3% |
| 3M | +24.9% | +23.0% | +1.9% | +20.7% |
| 6M | +10.8% | +27.6% | -16.8% | +5.5% |
| YTD | +114.6% | +32.3% | +82.3% | +101.8% |
| 1Y | +109.4% | +20.1% | +89.3% | +100.0% |
| 3Y | +98.1% | +0.6% | +97.5% | +87.1% |
| 5Y | +162.4% | -42.3% | +204.8% | +171.7% |
| All | +82.6% | +33.1% | +49.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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