+1,972.8%
STX vs UNH
+226.7%
+1,746.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | +14.6% | +3.4% | +11.2% | +13.8% |
| 30D | -26.0% | +3.0% | -29.0% | -26.3% |
| 3M | -42.6% | +2.7% | -45.4% | -42.9% |
| 6M | -35.3% | +2.8% | -38.0% | -35.9% |
| YTD | +92.5% | +25.9% | +66.6% | +80.4% |
| 1Y | +102.4% | +25.8% | +76.6% | +89.6% |
| 3Y | +673.8% | -20.0% | +693.9% | +669.3% |
| 5Y | +463.1% | -2.8% | +465.9% | +410.5% |
| All | +1,972.8% | +226.7% | +1,746.1% | +1,187.5% |
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