+170.6%
SYF vs UTHR
+364.7%
-194.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.0% | +5.2% | -7.2% | -3.3% |
| 30D | +1.2% | +9.5% | -8.3% | -1.3% |
| 3M | -9.4% | +17.9% | -27.3% | -13.7% |
| 6M | +4.4% | +2.0% | +2.4% | +3.1% |
| YTD | -11.9% | +21.3% | -33.2% | -17.7% |
| 1Y | -0.4% | +27.9% | -28.3% | -8.3% |
| 3Y | +159.6% | +162.3% | -2.8% | +84.9% |
| 5Y | +60.9% | +190.7% | -129.9% | +7.6% |
| All | +170.6% | +364.7% | -194.1% | +38.8% |
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