+28.2%
UTHR vs SARO
-7.4%
+35.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -5.4% | -0.8% | -4.6% | -5.4% |
| 30D | -6.0% | -20.0% | +13.9% | -6.7% |
| 3M | -11.0% | -2.9% | -8.1% | -11.1% |
| 6M | -0.5% | -17.7% | +17.1% | -3.1% |
| YTD | +0.1% | -13.5% | +13.6% | -1.9% |
| 1Y | +28.2% | -9.7% | +37.9% | +26.7% |
| All | +28.2% | -7.4% | +35.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling