+60.0%
SGI vs UTHR
+139.1%
-79.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.6% |
| 7D | +9.3% | -2.9% | +12.2% | +9.6% |
| 30D | +6.9% | -7.6% | +14.5% | +7.7% |
| 3M | +2.8% | -8.6% | +11.4% | +3.7% |
| 6M | -12.6% | +4.1% | -16.7% | -12.9% |
| YTD | -21.5% | +2.2% | -23.7% | -21.9% |
| 1Y | -18.8% | +26.2% | -44.9% | -21.3% |
| 3Y | +60.8% | +121.2% | -60.4% | +40.7% |
| 5Y | +60.0% | +136.5% | -76.5% | +34.0% |
| All | +60.0% | +139.1% | -79.0% | +34.0% |
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