-20.0%
UNH vs SAP
+69.7%
-89.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | +3.0% | +6.5% | -3.5% | +2.5% |
| 3M | +2.7% | +12.2% | -9.5% | +1.7% |
| 6M | +2.8% | +46.1% | -43.3% | -0.7% |
| YTD | +25.9% | -1.6% | +27.5% | +26.3% |
| 1Y | +25.8% | -5.1% | +30.9% | +26.7% |
| 3Y | -20.0% | +68.4% | -88.4% | -15.0% |
| All | -20.0% | +69.7% | -89.7% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling