-20.5%
UNH vs SAN
+244.8%
-265.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.7% |
| 7D | +2.4% | +1.0% | +1.4% | +2.3% |
| 30D | +7.2% | -9.4% | +16.6% | +7.6% |
| 3M | +0.5% | -17.1% | +17.6% | +1.1% |
| 6M | +3.4% | +2.2% | +1.3% | +3.4% |
| YTD | +25.2% | +6.0% | +19.2% | +24.3% |
| 1Y | +22.7% | +12.7% | +10.0% | +21.3% |
| All | -20.5% | +244.8% | -265.3% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling