+369.0%
UTHR vs SBAC
+109.8%
+259.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -2.1% | -2.8% | +0.7% | -1.6% |
| 30D | +8.3% | +3.1% | +5.2% | +7.7% |
| 3M | +15.5% | +5.1% | +10.4% | +14.4% |
| 6M | +4.5% | -11.4% | +15.9% | +6.3% |
| YTD | +22.2% | +0.2% | +22.1% | +20.9% |
| 1Y | +29.7% | -3.9% | +33.6% | +29.3% |
| 3Y | +167.3% | -7.7% | +175.0% | +164.6% |
| 5Y | +196.5% | -39.7% | +236.2% | +219.7% |
| 10Y | +369.0% | +111.9% | +257.1% | +462.7% |
| All | +369.0% | +109.8% | +259.2% | +462.7% |
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