+162.4%
STT vs USHY
+49.7%
+112.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.8% |
| 7D | -1.4% | -0.7% | -0.6% | +0.3% |
| 30D | +2.2% | -0.5% | +2.7% | +3.4% |
| 3M | +18.8% | +0.5% | +18.3% | +17.5% |
| 6M | +57.9% | +1.5% | +56.4% | +52.9% |
| YTD | +51.0% | +1.7% | +49.3% | +45.6% |
| 1Y | +77.1% | +3.5% | +73.6% | +64.5% |
| 3Y | +199.8% | +27.2% | +172.7% | +79.6% |
| 5Y | +156.0% | +21.0% | +135.0% | +76.2% |
| All | +162.4% | +49.7% | +112.7% | +28.0% |
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