+26,867.5%
STRL vs UTHR
+8,226.2%
+18,641.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.6% |
| 7D | -26.9% | -6.1% | -20.8% | -26.2% |
| 30D | -52.7% | +3.1% | -55.8% | -52.9% |
| 3M | -52.8% | +5.5% | -58.3% | -53.3% |
| 6M | -71.5% | -5.8% | -65.7% | -71.3% |
| YTD | -17.4% | +15.3% | -32.8% | -19.7% |
| 1Y | -35.0% | +23.8% | -58.7% | -37.4% |
| 3Y | +239.2% | +146.3% | +92.9% | +191.6% |
| 5Y | +830.2% | +177.8% | +652.4% | +678.9% |
| 10Y | +3,574.7% | +392.4% | +3,182.3% | +2,683.7% |
| All | +26,867.5% | +8,226.2% | +18,641.2% | +13,047.0% |
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