+262.7%
SYF vs UTHR
+310.6%
-47.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.1% |
| 7D | -1.3% | +3.0% | -4.3% | -2.1% |
| 30D | -1.1% | -4.3% | +3.2% | 0.0% |
| 3M | +7.4% | -8.4% | +15.8% | +9.7% |
| 6M | +16.2% | -4.2% | +20.4% | +16.8% |
| YTD | -6.1% | +4.0% | -10.1% | -8.2% |
| 1Y | +3.4% | +25.5% | -22.1% | -4.5% |
| 3Y | +162.9% | +125.1% | +37.7% | +95.1% |
| 5Y | +85.6% | +140.3% | -54.7% | +31.1% |
| 10Y | +262.7% | +322.5% | -59.7% | +85.8% |
| All | +262.7% | +310.6% | -47.8% | +85.8% |
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