+140,402.8%
UNH vs SAN
+1,735.1%
+138,667.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +3.4% | +4.0% | -0.6% | +2.4% |
| 30D | +3.0% | -7.8% | +10.8% | +4.8% |
| 3M | +2.7% | -16.4% | +19.1% | +6.8% |
| 6M | +2.8% | +3.5% | -0.8% | +1.2% |
| YTD | +25.9% | +6.7% | +19.2% | +21.8% |
| 1Y | +25.8% | +14.5% | +11.3% | +19.6% |
| 3Y | -20.0% | +243.5% | -263.5% | -43.1% |
| 5Y | -2.8% | +296.2% | -299.0% | -35.6% |
| 10Y | +228.7% | +268.5% | -39.8% | +109.8% |
| All | +140,402.8% | +1,735.1% | +138,667.6% | +54,134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling