+165.5%
SITM vs USHY
+4.6%
+161.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.6% | +6.8% |
| 7D | +9.7% | -0.1% | +9.9% | +10.9% |
| 30D | +12.7% | +0.1% | +12.6% | +11.9% |
| 3M | -13.4% | +0.8% | -14.2% | -18.2% |
| 6M | +59.6% | +1.7% | +57.9% | +41.5% |
| YTD | +73.3% | +2.5% | +70.8% | +44.8% |
| 1Y | +165.5% | +4.4% | +161.1% | +90.7% |
| All | +165.5% | +4.6% | +161.0% | +90.7% |
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