+25.8%
UNH vs SFM
-36.8%
+62.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.5% |
| 7D | +3.4% | +6.0% | -2.7% | +3.0% |
| 30D | +3.0% | -19.5% | +22.5% | +4.4% |
| 3M | +2.7% | -37.0% | +39.8% | +6.1% |
| 6M | +2.8% | -41.0% | +43.8% | +6.3% |
| YTD | +25.9% | -34.6% | +60.5% | +29.5% |
| 1Y | +25.8% | -36.3% | +62.1% | +29.8% |
| All | +25.8% | -36.8% | +62.6% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling