+289.1%
SN vs USHY
+27.2%
+261.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.2% |
| 7D | -7.3% | -0.7% | -6.6% | -4.6% |
| 30D | -13.6% | -0.7% | -12.9% | -11.1% |
| 3M | +18.6% | +0.1% | +18.5% | +18.8% |
| 6M | +46.0% | +1.8% | +44.2% | +38.3% |
| YTD | +43.7% | +1.8% | +41.9% | +36.3% |
| 1Y | +39.2% | +3.3% | +35.9% | +25.5% |
| 3Y | +306.5% | +27.0% | +279.5% | +153.9% |
| All | +289.1% | +27.2% | +261.9% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling