+86.1%
USO vs SYF
+255.8%
-169.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +6.0% |
| 7D | +11.5% | -5.5% | +17.0% | +12.5% |
| 30D | +24.1% | -3.9% | +28.0% | +24.8% |
| 3M | +17.9% | +8.9% | +9.0% | +15.3% |
| 6M | +49.6% | +16.2% | +33.4% | +43.2% |
| YTD | +129.0% | -8.4% | +137.5% | +129.1% |
| 1Y | +112.0% | +2.6% | +109.4% | +106.3% |
| 3Y | +102.3% | +156.4% | -54.1% | +55.0% |
| 5Y | +224.5% | +78.2% | +146.4% | +163.8% |
| All | +86.1% | +255.8% | -169.7% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SYF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling