+236.3%
UNH vs SFM
+268.6%
-32.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -3.2% | -8.8% | +5.6% | -2.1% |
| 30D | -3.5% | -14.5% | +11.0% | -1.6% |
| 3M | -4.2% | -16.8% | +12.7% | -2.2% |
| 6M | +38.3% | -5.3% | +43.7% | +38.4% |
| YTD | +19.2% | -9.4% | +28.6% | +19.7% |
| 1Y | +15.0% | -46.2% | +61.1% | +22.9% |
| 3Y | -14.5% | +81.3% | -95.8% | -23.4% |
| 5Y | +4.6% | +211.9% | -207.3% | -15.4% |
| All | +236.3% | +268.6% | -32.2% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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