+4,921.3%
SOXL vs UNH
+235.3%
+4,685.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.6% | +7.2% |
| 7D | +3.9% | -4.5% | +8.4% | +7.9% |
| 30D | -14.3% | -6.5% | -7.8% | -9.9% |
| 3M | -45.6% | -6.0% | -39.6% | -44.3% |
| 6M | +117.2% | +33.7% | +83.5% | +60.6% |
| YTD | +189.8% | +16.4% | +173.4% | +132.7% |
| 1Y | +317.7% | +10.1% | +307.7% | +253.0% |
| 3Y | +478.6% | -16.3% | +494.9% | +335.2% |
| 5Y | +169.5% | +2.1% | +167.4% | +51.0% |
| All | +4,921.3% | +235.3% | +4,685.9% | +1,070.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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