-31.5%
SGI vs UTHR
+32.3%
-63.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | -10.5% | -2.1% | -8.4% | -10.5% |
| 30D | +0.1% | +8.3% | -8.1% | +0.1% |
| 3M | -4.0% | +15.5% | -19.5% | -3.9% |
| 6M | -5.6% | +4.5% | -10.2% | -5.2% |
| YTD | -29.5% | +22.2% | -51.8% | -27.7% |
| 1Y | -31.5% | +29.7% | -61.2% | -30.3% |
| All | -31.5% | +32.3% | -63.8% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling