+3.5%
UNH vs SAN
+384.1%
-380.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -3.8% | -0.1% | -3.8% | -3.8% |
| 3M | -4.3% | +19.6% | -23.9% | -5.6% |
| 6M | +38.6% | +32.7% | +5.9% | +35.4% |
| YTD | +20.7% | +26.7% | -6.0% | +17.9% |
| 1Y | +16.0% | +51.6% | -35.6% | +11.4% |
| 3Y | -13.5% | +348.7% | -362.2% | -25.7% |
| 5Y | +3.5% | +378.7% | -375.2% | -14.0% |
| All | +3.5% | +384.1% | -380.6% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling