+5.3%
UNH vs SIMO
+297.1%
-291.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.2% | +0.9% |
| 7D | +1.1% | +14.6% | -13.5% | +1.1% |
| 30D | -1.5% | +6.2% | -7.7% | -1.5% |
| 3M | -0.8% | +3.6% | -4.4% | -1.0% |
| 6M | +41.8% | +130.8% | -89.0% | +39.9% |
| YTD | +23.1% | +195.8% | -172.7% | +21.2% |
| 1Y | +28.5% | +225.0% | -196.5% | +26.6% |
| 3Y | -11.8% | +452.3% | -464.1% | -14.2% |
| 5Y | +5.3% | +303.6% | -298.3% | +3.8% |
| All | +5.3% | +297.1% | -291.8% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling