+273.0%
SFM vs UTHR
+310.6%
-37.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.8% | -5.7% | -4.1% |
| 7D | -7.2% | +3.0% | -10.2% | -7.5% |
| 30D | -14.3% | -4.3% | -10.0% | -14.0% |
| 3M | -13.7% | -8.4% | -5.4% | -13.0% |
| 6M | -6.0% | -4.2% | -1.8% | -5.9% |
| YTD | -8.2% | +4.0% | -12.3% | -9.1% |
| 1Y | -46.2% | +25.5% | -71.8% | -48.0% |
| 3Y | +83.6% | +125.1% | -41.6% | +62.5% |
| 5Y | +212.7% | +140.3% | +72.4% | +172.1% |
| 10Y | +273.0% | +322.5% | -49.5% | +172.8% |
| All | +273.0% | +310.6% | -37.6% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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