+185.2%
SITM vs USHY
+20.9%
+164.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.4% |
| 7D | +3.9% | -0.7% | +4.5% | +7.0% |
| 30D | -6.6% | -0.7% | -5.9% | -3.7% |
| 3M | -11.9% | +0.1% | -11.9% | -11.8% |
| 6M | +81.1% | +1.8% | +79.4% | +70.3% |
| YTD | +80.0% | +1.8% | +78.2% | +70.0% |
| 1Y | +145.8% | +3.3% | +142.5% | +119.4% |
| 3Y | +475.9% | +27.0% | +448.9% | +144.1% |
| All | +185.2% | +20.9% | +164.3% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling