+128.4%
UNH vs SE
+363.8%
-235.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.5% |
| 7D | +3.4% | -0.5% | +3.9% | +3.4% |
| 30D | +3.0% | -20.9% | +23.9% | +4.4% |
| 3M | +2.7% | -38.9% | +41.6% | +5.7% |
| 6M | +2.8% | -19.4% | +22.2% | +3.7% |
| YTD | +25.9% | -40.9% | +66.8% | +29.0% |
| 1Y | +25.8% | -46.2% | +72.0% | +29.6% |
| 3Y | -20.0% | +63.7% | -83.7% | -25.0% |
| 5Y | -2.8% | -77.9% | +75.1% | +5.1% |
| All | +128.4% | +363.8% | -235.4% | +59.7% |
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