+322.5%
UTHR vs SBAC
+78.4%
+244.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | -4.3% | +3.9% | -8.2% | -5.0% |
| 3M | -8.4% | -8.2% | -0.2% | -7.2% |
| 6M | -4.2% | -2.8% | -1.4% | -4.4% |
| YTD | +4.0% | -1.5% | +5.6% | +3.3% |
| 1Y | +25.5% | 0.0% | +25.5% | +24.1% |
| 3Y | +125.1% | -8.4% | +133.5% | +123.0% |
| 5Y | +140.3% | -43.5% | +183.9% | +161.7% |
| 10Y | +322.5% | +86.9% | +235.6% | +385.7% |
| All | +322.5% | +78.4% | +244.1% | +385.7% |
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