+164.1%
UTHR vs SBAC
-7.1%
+171.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -2.1% | +3.6% | -5.8% | -2.3% |
| 30D | +7.2% | +4.9% | +2.3% | +6.9% |
| 3M | +11.1% | +6.5% | +4.7% | +10.7% |
| 6M | +4.2% | -11.1% | +15.3% | +4.8% |
| YTD | +20.8% | +0.9% | +19.9% | +20.6% |
| 1Y | +29.7% | -1.6% | +31.2% | +29.7% |
| 3Y | +164.1% | -7.0% | +171.1% | +165.4% |
| All | +164.1% | -7.1% | +171.3% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling