+180.0%
SYF vs UTHR
+362.9%
-182.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -3.6% | -2.1% | -1.5% | -3.1% |
| 30D | -1.7% | +8.3% | -10.0% | -3.8% |
| 3M | -7.8% | +15.5% | -23.4% | -11.8% |
| 6M | +3.4% | +4.5% | -1.1% | +1.4% |
| YTD | -12.2% | +22.2% | -34.4% | -18.1% |
| 1Y | -1.6% | +29.7% | -31.3% | -9.8% |
| 3Y | +157.8% | +167.3% | -9.5% | +82.3% |
| 5Y | +61.9% | +196.5% | -134.6% | +7.4% |
| 10Y | +180.0% | +369.0% | -189.0% | +40.5% |
| All | +180.0% | +362.9% | -182.9% | +40.5% |
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