+3,343.4%
STX vs UNH
+235.3%
+3,108.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.4% | -3.2% |
| 7D | -2.3% | -4.5% | +2.3% | -1.3% |
| 30D | -5.5% | -6.5% | +1.1% | -4.1% |
| 3M | -4.3% | -6.0% | +1.7% | -3.4% |
| 6M | +115.6% | +33.7% | +82.0% | +100.8% |
| YTD | +202.2% | +16.4% | +185.8% | +187.6% |
| 1Y | +325.3% | +10.1% | +315.2% | +307.8% |
| 3Y | +1,283.9% | -16.3% | +1,300.2% | +1,229.8% |
| 5Y | +1,048.3% | +2.1% | +1,046.2% | +901.9% |
| All | +3,343.4% | +235.3% | +3,108.1% | +1,660.3% |
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