+341.6%
UTHR vs SBAC
+111.6%
+230.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +4.9% | -2.7% | +7.6% | +5.4% |
| 30D | +9.2% | +3.3% | +5.9% | +8.5% |
| 3M | +15.9% | +3.3% | +12.7% | +15.1% |
| 6M | +2.0% | -10.9% | +12.9% | +3.6% |
| YTD | +21.8% | -1.0% | +22.7% | +20.6% |
| 1Y | +28.6% | -4.5% | +33.0% | +28.2% |
| 3Y | +166.2% | -8.7% | +175.0% | +164.1% |
| 5Y | +191.8% | -40.6% | +232.4% | +215.7% |
| All | +341.6% | +111.6% | +230.0% | +405.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling