+160.9%
USO vs SWKS
-36.1%
+197.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.5% | +3.1% |
| 7D | -1.4% | +10.9% | -12.3% | -2.0% |
| 30D | -4.6% | +17.6% | -22.2% | -5.4% |
| 3M | +14.7% | +29.2% | -14.5% | +13.0% |
| 6M | +1.2% | +37.0% | -35.7% | -0.8% |
| YTD | +111.2% | +44.9% | +66.3% | +105.8% |
| 1Y | +109.3% | +33.8% | +75.5% | +105.4% |
| 3Y | +103.5% | +10.2% | +93.3% | +96.0% |
| 5Y | +160.9% | -37.0% | +197.9% | +177.1% |
| All | +160.9% | -36.1% | +197.0% | +177.1% |
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