+185.2%
SITM vs UTHR
+135.8%
+49.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.9% | +5.8% |
| 7D | +3.9% | +1.9% | +1.9% | +3.4% |
| 30D | -6.6% | -2.9% | -3.7% | -6.2% |
| 3M | -11.9% | -8.9% | -3.0% | -10.3% |
| 6M | +81.1% | -8.7% | +89.9% | +82.9% |
| YTD | +80.0% | +2.0% | +78.0% | +76.9% |
| 1Y | +145.8% | +22.8% | +123.0% | +131.7% |
| 3Y | +475.9% | +120.6% | +355.3% | +337.3% |
| All | +185.2% | +135.8% | +49.5% | +122.0% |
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