+195.5%
USO vs SWKS
-53.5%
+249.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.3% |
| 7D | +9.5% | +12.5% | -3.1% | +8.9% |
| 30D | +23.6% | +10.5% | +13.1% | +22.9% |
| 3M | +3.8% | -7.4% | +11.2% | +4.6% |
| 6M | +55.0% | +32.7% | +22.4% | +51.8% |
| YTD | +105.3% | +19.2% | +86.1% | +102.5% |
| 1Y | +91.4% | +2.4% | +89.0% | +91.1% |
| 3Y | +84.6% | -25.6% | +110.2% | +83.3% |
| All | +195.5% | -53.5% | +249.0% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling