-99.5%
SPXU vs UTHR
+313.7%
-413.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -3.1% |
| 7D | +2.5% | +1.9% | +0.5% | +3.4% |
| 30D | +4.2% | -2.9% | +7.0% | +2.8% |
| 3M | -9.3% | -8.9% | -0.4% | -13.2% |
| 6M | -30.7% | -8.7% | -22.0% | -33.3% |
| YTD | -28.1% | +2.0% | -30.2% | -26.2% |
| 1Y | -35.2% | +22.8% | -58.0% | -26.7% |
| 3Y | -79.9% | +120.6% | -200.6% | -65.8% |
| 5Y | -86.4% | +136.4% | -222.8% | -73.5% |
| All | -99.5% | +313.7% | -413.2% | -98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling