+41.0%
UTHR vs SARO
-22.5%
+63.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.4% |
| 7D | +1.9% | -3.1% | +5.1% | +2.1% |
| 30D | -2.9% | -12.2% | +9.4% | -2.4% |
| 3M | -8.9% | -7.4% | -1.5% | -8.8% |
| 6M | -8.7% | -15.3% | +6.5% | -8.5% |
| YTD | +2.0% | -16.2% | +18.2% | +2.0% |
| 1Y | +22.8% | -12.1% | +34.9% | +22.3% |
| All | +41.0% | -22.5% | +63.5% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling