+77.7%
SPY vs UNH
-19.8%
+97.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | +2.6% | +3.4% | -0.8% | +2.4% |
| 30D | -2.0% | +3.0% | -5.0% | -2.1% |
| 3M | -2.8% | +2.7% | -5.5% | -2.9% |
| 6M | +2.1% | +2.8% | -0.6% | +2.0% |
| YTD | +11.5% | +25.9% | -14.4% | +9.9% |
| 1Y | +13.5% | +25.8% | -12.3% | +11.8% |
| 3Y | +77.7% | -20.0% | +97.7% | +78.1% |
| All | +77.7% | -19.8% | +97.5% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling