+4,507.3%
SITM vs UTHR
+439.8%
+4,067.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.3% | -2.8% |
| 7D | +8.4% | -2.9% | +11.2% | +9.2% |
| 30D | -17.4% | -7.6% | -9.8% | -15.5% |
| 3M | -9.8% | -8.6% | -1.3% | -7.6% |
| 6M | +83.0% | +4.1% | +78.8% | +77.8% |
| YTD | +69.6% | +2.2% | +67.4% | +65.8% |
| 1Y | +144.9% | +26.2% | +118.7% | +123.2% |
| 3Y | +429.9% | +121.2% | +308.7% | +261.5% |
| 5Y | +169.2% | +136.5% | +32.6% | +71.7% |
| All | +4,507.3% | +439.8% | +4,067.5% | +1,596.7% |
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