+167.2%
SYF vs UTHR
+123.2%
+44.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -1.9% |
| 7D | +2.6% | -2.9% | +5.5% | +3.0% |
| 30D | 0.0% | -7.6% | +7.6% | +1.2% |
| 3M | +11.9% | -8.6% | +20.5% | +13.3% |
| 6M | +18.9% | +4.1% | +14.8% | +17.7% |
| YTD | -4.6% | +2.2% | -6.8% | -5.5% |
| 1Y | +6.4% | +26.2% | -19.8% | +1.6% |
| 3Y | +167.2% | +121.2% | +46.0% | +135.2% |
| All | +167.2% | +123.2% | +44.0% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling