+61.6%
STRL vs USHY
+3.5%
+58.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.2% |
| 7D | +5.0% | -0.7% | +5.7% | +11.7% |
| 30D | -6.9% | -0.7% | -6.2% | -1.1% |
| 3M | -39.1% | +0.1% | -39.1% | -39.6% |
| 6M | +21.5% | +1.8% | +19.7% | +8.2% |
| YTD | +66.9% | +1.8% | +65.1% | +48.6% |
| 1Y | +61.6% | +3.3% | +58.3% | +26.9% |
| All | +61.6% | +3.5% | +58.1% | +26.9% |
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 · 6 months rolling