+226.8%
SFM vs UTHR
+139.1%
+87.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -6.6% |
| 7D | -5.8% | -2.9% | -2.9% | -5.6% |
| 30D | -11.4% | -7.6% | -3.8% | -10.9% |
| 3M | -12.2% | -8.6% | -3.6% | -11.7% |
| 6M | -5.2% | +4.1% | -9.3% | -5.7% |
| YTD | -4.5% | +2.2% | -6.7% | -5.1% |
| 1Y | -45.4% | +26.2% | -71.6% | -47.0% |
| 3Y | +91.1% | +121.2% | -30.1% | +69.3% |
| 5Y | +226.8% | +136.5% | +90.2% | +175.8% |
| All | +226.8% | +139.1% | +87.7% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling