+572.2%
UNH vs SFM
+132.6%
+439.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.3% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | -3.8% | -4.4% | +0.6% | -3.3% |
| 3M | +0.7% | +1.5% | -0.8% | +0.3% |
| 6M | +37.9% | +6.5% | +31.4% | +36.0% |
| YTD | +21.9% | +2.2% | +19.8% | +20.7% |
| 1Y | +31.4% | -41.9% | +73.3% | +38.7% |
| 3Y | -11.4% | +106.8% | -118.2% | -21.2% |
| 5Y | +2.5% | +231.6% | -229.0% | -16.0% |
| 10Y | +242.9% | +258.4% | -15.6% | +166.7% |
| All | +572.2% | +132.6% | +439.6% | +440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling