+3,142.6%
STRL vs USHY
+50.4%
+3,092.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -0.9% |
| 7D | +8.2% | -0.1% | +8.3% | +8.6% |
| 30D | -6.3% | 0.0% | -6.3% | -6.2% |
| 3M | -41.2% | +0.8% | -42.0% | -42.3% |
| 6M | +20.4% | +1.9% | +18.4% | +16.6% |
| YTD | +61.7% | +2.3% | +59.4% | +55.9% |
| 1Y | +72.7% | +4.1% | +68.6% | +60.6% |
| 3Y | +530.9% | +27.8% | +503.1% | +290.1% |
| 5Y | +2,125.4% | +21.5% | +2,103.9% | +1,474.4% |
| All | +3,142.6% | +50.4% | +3,092.2% | +1,494.0% |
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 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