+5.2%
SSPC vs USHY
-1.8%
+7.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.7% | +7.1% | +13.9% |
| 7D | +11.8% | -0.2% | +12.0% | +7.0% |
| 30D | +44.7% | +0.7% | +44.1% | +54.0% |
| 3M | -40.7% | -2.2% | -38.5% | -58.3% |
| All | +5.2% | -1.8% | +7.0% | -15.2% |
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 · Available span rolling