-33.3%
UNH vs SARO
-22.5%
-10.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.4% |
| 7D | -4.5% | -3.1% | -1.4% | -4.5% |
| 30D | -6.5% | -12.2% | +5.7% | -6.3% |
| 3M | -6.0% | -7.4% | +1.4% | -5.9% |
| 6M | +33.7% | -15.3% | +48.9% | +34.0% |
| YTD | +16.4% | -16.2% | +32.6% | +16.2% |
| 1Y | +10.1% | -12.1% | +22.2% | +9.6% |
| All | -33.3% | -22.5% | -10.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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