+333.1%
SLV vs UTHR
+1,553.2%
-1,220.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.3% | -5.4% | +5.1% | +0.1% |
| 30D | +6.7% | -6.0% | +12.7% | +7.2% |
| 3M | -10.7% | -11.0% | +0.3% | -10.0% |
| 6M | -20.6% | -0.5% | -20.1% | -20.7% |
| YTD | -7.1% | +0.1% | -7.2% | -7.3% |
| 1Y | +62.0% | +28.2% | +33.8% | +58.7% |
| 3Y | +169.8% | +113.8% | +56.0% | +152.5% |
| 5Y | +161.5% | +131.3% | +30.1% | +142.1% |
| 10Y | +224.4% | +296.7% | -72.3% | +184.6% |
| All | +333.1% | +1,553.2% | -1,220.1% | +212.6% |
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