+4,437.5%
SITM vs USHY
+38.2%
+4,399.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -0.9% |
| 7D | +3.7% | -0.1% | +3.8% | +4.2% |
| 30D | -14.5% | 0.0% | -14.5% | -14.3% |
| 3M | -10.6% | +0.8% | -11.4% | -12.7% |
| 6M | +65.5% | +1.9% | +63.6% | +57.8% |
| YTD | +67.0% | +2.3% | +64.8% | +58.1% |
| 1Y | +138.6% | +4.1% | +134.5% | +114.4% |
| 3Y | +421.8% | +27.8% | +394.0% | +172.3% |
| 5Y | +172.4% | +21.5% | +150.9% | +73.6% |
| All | +4,437.5% | +38.2% | +4,399.2% | +4,364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling