+1,462.0%
UNH vs SCHG
+1,132.2%
+329.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.9% |
| 7D | -4.5% | -1.0% | -3.5% | -3.9% |
| 30D | -6.5% | -1.3% | -5.3% | -5.9% |
| 3M | -6.0% | +5.4% | -11.4% | -9.4% |
| 6M | +33.7% | +14.4% | +19.2% | +21.9% |
| YTD | +16.4% | +8.0% | +8.4% | +9.9% |
| 1Y | +10.1% | +12.7% | -2.7% | +0.9% |
| 3Y | -16.3% | +85.6% | -101.9% | -47.9% |
| 5Y | +2.1% | +85.5% | -83.4% | -38.9% |
| 10Y | +233.1% | +456.0% | -222.9% | -25.3% |
| All | +1,462.0% | +1,132.2% | +329.8% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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