+30,904.8%
STRL vs UTHR
+8,529.0%
+22,375.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.6% | +11.3% | +14.5% |
| 7D | -13.3% | -2.3% | -11.1% | -13.0% |
| 30D | -43.3% | +6.1% | -49.4% | -43.8% |
| 3M | -46.9% | +8.1% | -55.0% | -47.6% |
| 6M | -65.6% | +3.1% | -68.7% | -65.9% |
| YTD | -5.1% | +19.5% | -24.6% | -8.1% |
| 1Y | -23.1% | +29.7% | -52.8% | -26.4% |
| 3Y | +346.8% | +162.7% | +184.1% | +281.2% |
| 5Y | +907.2% | +192.8% | +714.4% | +737.9% |
| 10Y | +3,988.2% | +348.1% | +3,640.1% | +3,030.9% |
| All | +30,904.8% | +8,529.0% | +22,375.8% | +14,950.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling