+236.3%
UNH vs SAN
+347.0%
-110.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.2% | -2.8% | -0.4% | -2.6% |
| 30D | -3.5% | -0.5% | -2.9% | -3.4% |
| 3M | -4.2% | +22.7% | -26.9% | -8.3% |
| 6M | +38.3% | +28.8% | +9.5% | +30.3% |
| YTD | +19.2% | +26.3% | -7.0% | +12.1% |
| 1Y | +15.0% | +48.8% | -33.9% | +4.0% |
| 3Y | -14.5% | +347.2% | -361.7% | -42.0% |
| 5Y | +4.6% | +383.8% | -379.2% | -33.2% |
| All | +236.3% | +347.0% | -110.7% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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