+66.3%
SYF vs UTHR
+180.2%
-113.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -2.1% | -6.1% | +4.0% | -1.2% |
| 30D | +2.5% | +3.1% | -0.6% | +1.9% |
| 3M | -6.3% | +5.5% | -11.7% | -7.4% |
| 6M | -1.5% | -5.8% | +4.4% | -0.7% |
| YTD | -10.5% | +15.3% | -25.9% | -13.5% |
| 1Y | +1.5% | +23.8% | -22.3% | -3.2% |
| 3Y | +163.3% | +146.3% | +17.0% | +112.5% |
| All | +66.3% | +180.2% | -113.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling