+166.5%
STT vs USHY
+50.7%
+115.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | -0.1% | +0.6% | +0.8% |
| 30D | +3.9% | +0.1% | +3.8% | +3.6% |
| 3M | +20.0% | +0.8% | +19.1% | +17.8% |
| 6M | +55.3% | +1.7% | +53.6% | +49.7% |
| YTD | +53.3% | +2.5% | +50.9% | +45.5% |
| 1Y | +74.7% | +4.4% | +70.3% | +59.2% |
| 3Y | +205.8% | +27.4% | +178.5% | +82.3% |
| 5Y | +145.0% | +21.7% | +123.3% | +66.4% |
| All | +166.5% | +50.7% | +115.7% | +27.9% |
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