+539.9%
STRL vs USHY
+27.8%
+512.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.4% |
| 7D | +10.1% | 0.0% | +10.1% | +9.9% |
| 30D | -8.2% | 0.0% | -8.2% | -8.1% |
| 3M | -43.7% | +1.2% | -44.8% | -46.6% |
| 6M | +27.1% | +2.6% | +24.5% | +15.4% |
| YTD | +64.0% | +2.4% | +61.5% | +50.4% |
| 1Y | +75.2% | +4.2% | +70.9% | +51.1% |
| 3Y | +539.9% | +28.0% | +511.9% | +231.7% |
| All | +539.9% | +27.8% | +512.1% | +231.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling