+3,075.2%
STRL vs USHY
+49.7%
+3,025.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -0.9% |
| 7D | +5.4% | -0.7% | +6.1% | +7.3% |
| 30D | -9.0% | -0.5% | -8.4% | -7.7% |
| 3M | -37.1% | +0.5% | -37.6% | -37.7% |
| 6M | +17.8% | +1.5% | +16.3% | +15.3% |
| YTD | +58.3% | +1.7% | +56.6% | +54.5% |
| 1Y | +61.0% | +3.5% | +57.5% | +51.8% |
| 3Y | +517.8% | +27.2% | +490.7% | +286.6% |
| 5Y | +2,119.0% | +21.0% | +2,098.1% | +1,486.2% |
| All | +3,075.2% | +49.7% | +3,025.6% | +1,479.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling