+44.4%
SITM vs USHY
+1.9%
+42.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.7% | -10.0% | -13.9% |
| 7D | -19.5% | -0.2% | -19.3% | -18.2% |
| 30D | -43.2% | +0.7% | -43.9% | -45.7% |
| 3M | -30.8% | -2.2% | -28.6% | -17.3% |
| 6M | -28.6% | -0.9% | -27.7% | -23.4% |
| YTD | +14.2% | +0.2% | +14.0% | +14.0% |
| 1Y | +44.4% | +1.7% | +42.6% | +16.5% |
| All | +44.4% | +1.9% | +42.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling