+26.1%
SFM vs UTHR
+686.8%
-660.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.4% |
| 7D | -7.1% | -2.1% | -5.0% | -6.9% |
| 30D | -21.4% | +8.3% | -29.7% | -22.0% |
| 3M | -40.1% | +15.5% | -55.6% | -41.0% |
| 6M | -38.0% | +4.5% | -42.5% | -38.4% |
| YTD | -36.5% | +22.2% | -58.8% | -38.1% |
| 1Y | -35.2% | +29.7% | -64.9% | -37.1% |
| 3Y | +23.5% | +167.3% | -143.8% | +9.5% |
| 5Y | +109.7% | +196.5% | -86.8% | +82.7% |
| 10Y | +132.6% | +369.0% | -236.5% | +85.6% |
| All | +26.1% | +686.8% | -660.7% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling