+183.1%
STT vs USHY
+25.4%
+157.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.2% |
| 7D | +4.8% | -0.4% | +5.2% | +6.1% |
| 30D | +3.9% | +0.6% | +3.3% | +2.2% |
| 3M | -8.2% | -2.0% | -6.2% | -2.5% |
| 6M | +15.6% | -0.5% | +16.1% | +17.6% |
| YTD | +37.6% | +0.6% | +37.0% | +35.8% |
| 1Y | +50.1% | +2.1% | +48.0% | +41.7% |
| 3Y | +183.1% | +25.3% | +157.7% | +74.7% |
| All | +183.1% | +25.4% | +157.6% | +74.7% |
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