+2,038.9%
STX vs UNH
+224.8%
+1,814.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +16.8% | +2.4% | +14.5% | +16.3% |
| 30D | -27.0% | +7.2% | -34.3% | -28.1% |
| 3M | -37.9% | +0.5% | -38.4% | -38.0% |
| 6M | -32.5% | +3.4% | -35.9% | -33.3% |
| YTD | +98.6% | +25.2% | +73.4% | +86.4% |
| 1Y | +93.6% | +22.7% | +70.9% | +82.3% |
| 3Y | +699.1% | -20.3% | +719.3% | +694.6% |
| 5Y | +481.0% | -3.4% | +484.4% | +427.4% |
| All | +2,038.9% | +224.8% | +1,814.1% | +1,230.3% |
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