+121.2%
UNH vs SE
+589.8%
-468.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | +1.1% | -6.1% | +7.2% | +1.4% |
| 30D | -3.8% | -2.5% | -1.3% | -3.7% |
| 3M | +0.7% | +21.7% | -21.0% | -0.7% |
| 6M | +37.9% | +27.0% | +10.9% | +35.3% |
| YTD | +21.9% | -12.1% | +34.1% | +22.2% |
| 1Y | +31.4% | -40.9% | +72.3% | +34.6% |
| 3Y | -11.4% | +191.0% | -202.4% | -20.0% |
| 5Y | +2.5% | -68.3% | +70.8% | +8.6% |
| All | +121.2% | +589.8% | -468.6% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling