+136,006.1%
UNH vs SAN
+2,116.5%
+133,889.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | +1.1% | +1.8% | -0.7% | +0.6% |
| 30D | -3.8% | +2.0% | -5.8% | -4.2% |
| 3M | +0.7% | +19.7% | -19.0% | -3.7% |
| 6M | +37.9% | +30.6% | +7.2% | +28.4% |
| YTD | +21.9% | +28.8% | -6.9% | +13.2% |
| 1Y | +31.4% | +57.8% | -26.4% | +16.1% |
| 3Y | -11.4% | +338.1% | -349.5% | -40.5% |
| 5Y | +2.5% | +384.2% | -381.7% | -35.1% |
| 10Y | +242.9% | +353.1% | -110.3% | +108.7% |
| All | +136,006.1% | +2,116.5% | +133,889.7% | +50,325.8% |
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