+306.8%
SYF vs UTHR
+506.1%
-199.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -2.1% | -6.1% | +4.0% | -0.7% |
| 30D | +2.5% | +3.1% | -0.6% | +1.6% |
| 3M | -6.3% | +5.5% | -11.7% | -8.0% |
| 6M | -1.5% | -5.8% | +4.4% | -0.7% |
| YTD | -10.5% | +15.3% | -25.9% | -14.8% |
| 1Y | +1.5% | +23.8% | -22.3% | -5.1% |
| 3Y | +163.3% | +146.3% | +17.0% | +98.6% |
| 5Y | +66.8% | +177.8% | -111.1% | +19.0% |
| 10Y | +228.5% | +392.4% | -163.9% | +89.0% |
| All | +306.8% | +506.1% | -199.3% | +141.3% |
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 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