+414.4%
SPYG vs UTHR
+313.7%
+100.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.0% |
| 7D | -0.9% | +1.9% | -2.8% | -1.2% |
| 30D | -1.5% | -2.9% | +1.3% | -1.1% |
| 3M | +3.7% | -8.9% | +12.6% | +5.2% |
| 6M | +16.4% | -8.7% | +25.2% | +17.7% |
| YTD | +13.3% | +2.0% | +11.3% | +12.1% |
| 1Y | +17.9% | +22.8% | -4.9% | +12.7% |
| 3Y | +98.3% | +120.6% | -22.3% | +64.5% |
| 5Y | +86.4% | +136.4% | -50.0% | +49.4% |
| All | +414.4% | +313.7% | +100.7% | +237.8% |
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