+397.5%
SPYG vs UTHR
+364.7%
+32.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.3% | +5.2% | -2.8% | +1.5% |
| 30D | -6.5% | +9.5% | -15.9% | -7.8% |
| 3M | -6.8% | +17.9% | -24.8% | -9.6% |
| 6M | -3.1% | +2.0% | -5.2% | -3.8% |
| YTD | +8.0% | +21.3% | -13.3% | +3.7% |
| 1Y | +10.2% | +27.9% | -17.7% | +4.8% |
| 3Y | +91.0% | +162.3% | -71.4% | +53.4% |
| 5Y | +67.7% | +190.7% | -123.0% | +29.2% |
| All | +397.5% | +364.7% | +32.8% | +219.2% |
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