+216.1%
UNH vs SIMO
+394.4%
-178.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.9% |
| 7D | +3.4% | +4.1% | -0.7% | +3.1% |
| 30D | +3.0% | -24.0% | +27.0% | +4.2% |
| 3M | +2.7% | -31.8% | +34.5% | +4.2% |
| 6M | +2.8% | -36.9% | +39.7% | +3.6% |
| YTD | +25.9% | +84.8% | -59.0% | +14.5% |
| 1Y | +25.8% | +99.0% | -73.2% | +13.6% |
| 3Y | -20.0% | +217.9% | -238.0% | -32.6% |
| 5Y | -2.8% | +171.5% | -174.3% | -19.1% |
| All | +216.1% | +394.4% | -178.3% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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