+31.4%
UNH vs SAP
-19.8%
+51.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | +1.1% | -2.9% | +4.0% | +1.3% |
| 30D | -3.8% | +9.0% | -12.8% | -4.6% |
| 3M | +0.7% | +14.9% | -14.2% | -0.7% |
| 6M | +37.9% | +11.9% | +26.0% | +36.9% |
| YTD | +21.9% | -9.9% | +31.8% | +27.0% |
| 1Y | +31.4% | -19.5% | +50.9% | +42.8% |
| All | +31.4% | -19.8% | +51.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling