+3,988.2%
STRL vs UTHR
+363.8%
+3,624.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.6% | +11.3% | +14.2% |
| 7D | -13.3% | -2.3% | -11.1% | -12.8% |
| 30D | -43.3% | +6.1% | -49.4% | -44.0% |
| 3M | -46.9% | +8.1% | -55.0% | -47.9% |
| 6M | -65.6% | +3.1% | -68.7% | -66.0% |
| YTD | -5.1% | +19.5% | -24.6% | -9.8% |
| 1Y | -23.1% | +29.7% | -52.8% | -28.3% |
| 3Y | +346.8% | +162.7% | +184.1% | +239.2% |
| 5Y | +907.2% | +192.8% | +714.4% | +622.9% |
| 10Y | +3,988.2% | +348.1% | +3,640.1% | +2,278.1% |
| All | +3,988.2% | +363.8% | +3,624.4% | +2,278.1% |
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 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