+103.8%
SFM vs UTHR
+190.4%
-86.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.7% | +0.7% |
| 7D | -10.2% | -2.3% | -7.9% | -10.1% |
| 30D | -23.9% | +6.1% | -30.0% | -24.2% |
| 3M | -42.3% | +8.1% | -50.3% | -42.6% |
| 6M | -40.1% | +3.1% | -43.2% | -40.3% |
| YTD | -37.8% | +19.5% | -57.3% | -38.8% |
| 1Y | -37.1% | +29.7% | -66.8% | -38.6% |
| 3Y | +21.5% | +162.7% | -141.2% | +7.0% |
| 5Y | +103.8% | +192.8% | -89.0% | +76.1% |
| All | +103.8% | +190.4% | -86.6% | +76.1% |
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