+51,792.3%
STRL vs UTHR
+7,123.9%
+44,668.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.8% |
| 7D | +3.4% | -5.4% | +8.8% | +4.2% |
| 30D | -9.2% | -6.0% | -3.2% | -8.5% |
| 3M | -51.0% | -11.0% | -40.1% | -50.3% |
| 6M | +15.8% | -0.5% | +16.3% | +15.3% |
| YTD | +58.9% | +0.1% | +58.8% | +57.9% |
| 1Y | +68.5% | +28.2% | +40.4% | +61.6% |
| 3Y | +485.2% | +113.8% | +371.4% | +414.2% |
| 5Y | +2,005.1% | +131.3% | +1,873.8% | +1,711.6% |
| 10Y | +7,118.0% | +296.7% | +6,821.2% | +5,533.4% |
| All | +51,792.3% | +7,123.9% | +44,668.4% | +25,756.2% |
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 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