+116.3%
UNH vs SE
+562.7%
-446.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -3.2% | -4.8% | +1.6% | -2.9% |
| 30D | -3.5% | -18.1% | +14.7% | -2.3% |
| 3M | -4.2% | +30.6% | -34.8% | -5.9% |
| 6M | +38.3% | +20.8% | +17.5% | +36.2% |
| YTD | +19.2% | -15.6% | +34.8% | +19.7% |
| 1Y | +15.0% | -44.2% | +59.2% | +18.2% |
| 3Y | -14.5% | +181.5% | -196.1% | -22.6% |
| 5Y | +4.6% | -66.9% | +71.5% | +10.0% |
| All | +116.3% | +562.7% | -446.4% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling