+297.1%
SYF vs UTHR
+539.9%
-242.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -3.3% | +4.9% | -8.1% | -4.4% |
| 30D | -2.2% | +9.2% | -11.4% | -4.3% |
| 3M | -9.3% | +15.9% | -25.3% | -13.0% |
| 6M | +2.1% | +2.0% | +0.1% | +0.9% |
| YTD | -12.6% | +21.8% | -34.4% | -17.9% |
| 1Y | -3.4% | +28.6% | -32.0% | -10.5% |
| 3Y | +156.5% | +166.2% | -9.8% | +89.8% |
| 5Y | +59.6% | +191.8% | -132.2% | +12.6% |
| 10Y | +178.6% | +367.2% | -188.5% | +60.8% |
| All | +297.1% | +539.9% | -242.8% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling