+4,789.7%
SITM vs UTHR
+438.9%
+4,350.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.9% | +6.0% |
| 7D | +3.9% | +1.9% | +1.9% | +3.2% |
| 30D | -6.6% | -2.9% | -3.7% | -6.0% |
| 3M | -11.9% | -8.9% | -3.0% | -9.6% |
| 6M | +81.1% | -8.7% | +89.9% | +83.8% |
| YTD | +80.0% | +2.0% | +78.0% | +76.0% |
| 1Y | +145.8% | +22.8% | +123.0% | +125.9% |
| 3Y | +475.9% | +120.6% | +355.3% | +293.1% |
| 5Y | +189.2% | +136.4% | +52.8% | +84.4% |
| All | +4,789.7% | +438.9% | +4,350.8% | +1,700.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling