+340.9%
SYF vs UTHR
+425.9%
-85.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +2.4% | -5.4% | +7.8% | +3.7% |
| 30D | +0.8% | -6.0% | +6.9% | +2.2% |
| 3M | +13.4% | -11.0% | +24.4% | +16.4% |
| 6M | +16.3% | -0.5% | +16.9% | +15.7% |
| YTD | -3.0% | +0.1% | -3.1% | -4.0% |
| 1Y | +5.7% | +28.2% | -22.4% | -2.1% |
| 3Y | +160.1% | +113.8% | +46.3% | +103.7% |
| 5Y | +88.5% | +131.3% | -42.8% | +41.4% |
| 10Y | +263.1% | +296.7% | -33.7% | +119.3% |
| All | +340.9% | +425.9% | -85.0% | +171.9% |
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