-100.0%
SPXS vs UTHR
+1,694.5%
-1,794.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +2.8% |
| 7D | -1.5% | -2.9% | +1.3% | -3.2% |
| 30D | +3.7% | -7.6% | +11.3% | -0.8% |
| 3M | -9.6% | -8.6% | -1.0% | -14.0% |
| 6M | -32.4% | +4.1% | -36.5% | -30.1% |
| YTD | -28.7% | +2.2% | -30.9% | -26.6% |
| 1Y | -38.1% | +26.2% | -64.3% | -27.7% |
| 3Y | -80.1% | +121.2% | -201.3% | -64.6% |
| 5Y | -85.9% | +136.5% | -222.4% | -71.4% |
| 10Y | -99.5% | +300.1% | -399.6% | -98.0% |
| All | -100.0% | +1,694.5% | -1,794.5% | -99.9% |
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 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