+1,814.8%
STRL vs USHY
+48.0%
+1,766.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -2.8% |
| 7D | +15.7% | -0.4% | +16.1% | +17.0% |
| 30D | -35.5% | +0.6% | -36.1% | -36.5% |
| 3M | -47.1% | -2.0% | -45.1% | -44.4% |
| 6M | -65.8% | -0.5% | -65.2% | -65.1% |
| YTD | -4.5% | +0.6% | -5.1% | -4.2% |
| 1Y | -10.5% | +2.1% | -12.6% | -13.0% |
| 3Y | +340.6% | +25.3% | +315.3% | +185.6% |
| 5Y | +911.0% | +19.7% | +891.3% | +641.0% |
| All | +1,814.8% | +48.0% | +1,766.8% | +879.8% |
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 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