+85.0%
SPYG vs UTHR
+140.7%
-55.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.5% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | -1.7% | -4.3% | +2.6% | -1.3% |
| 3M | +3.6% | -8.4% | +12.0% | +4.5% |
| 6M | +16.6% | -4.2% | +20.8% | +16.8% |
| YTD | +13.4% | +4.0% | +9.4% | +12.4% |
| 1Y | +19.6% | +25.5% | -5.9% | +16.1% |
| 3Y | +99.8% | +125.1% | -25.4% | +75.7% |
| 5Y | +85.0% | +140.3% | -55.4% | +60.1% |
| All | +85.0% | +140.7% | -55.8% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling