+239.3%
SLV vs UTHR
+1,805.5%
-1,566.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +5.1% | -6.1% | +11.2% | +5.6% |
| 30D | -12.9% | +3.1% | -16.0% | -13.1% |
| 3M | -16.1% | +5.5% | -21.5% | -16.5% |
| 6M | -33.2% | -5.8% | -27.3% | -33.0% |
| YTD | -27.2% | +15.3% | -42.6% | -28.2% |
| 1Y | +7.6% | +23.8% | -16.2% | +5.6% |
| 3Y | +122.3% | +146.3% | -24.0% | +105.7% |
| 5Y | +109.7% | +177.8% | -68.1% | +91.4% |
| 10Y | +168.4% | +392.4% | -224.0% | +131.7% |
| All | +239.3% | +1,805.5% | -1,566.1% | +142.1% |
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