+7,178.3%
STRL vs UTHR
+308.5%
+6,869.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.8% |
| 7D | +10.1% | -2.9% | +13.0% | +10.8% |
| 30D | -8.2% | -7.6% | -0.6% | -6.7% |
| 3M | -43.7% | -8.6% | -35.1% | -42.7% |
| 6M | +27.1% | +4.1% | +23.0% | +24.9% |
| YTD | +64.0% | +2.2% | +61.8% | +61.4% |
| 1Y | +75.2% | +26.2% | +49.0% | +63.9% |
| 3Y | +539.9% | +121.2% | +418.7% | +403.7% |
| 5Y | +2,133.0% | +136.5% | +1,996.4% | +1,582.6% |
| 10Y | +7,178.3% | +300.1% | +6,878.2% | +4,182.2% |
| All | +7,178.3% | +308.5% | +6,869.7% | +4,182.2% |
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