+3,085.9%
STRL vs USHY
+50.7%
+3,035.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | -0.1% | +3.5% | +3.7% |
| 30D | -9.2% | +0.1% | -9.3% | -9.4% |
| 3M | -51.0% | +0.8% | -51.9% | -51.8% |
| 6M | +15.8% | +1.7% | +14.0% | +12.7% |
| YTD | +58.9% | +2.5% | +56.4% | +52.3% |
| 1Y | +68.5% | +4.4% | +64.1% | +55.8% |
| 3Y | +485.2% | +27.4% | +457.8% | +264.1% |
| 5Y | +2,005.1% | +21.7% | +1,983.4% | +1,382.2% |
| All | +3,085.9% | +50.7% | +3,035.2% | +1,457.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling