+913.7%
UNH vs SIMO
+2,368.1%
-1,454.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -1.4% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | +6.5% | -25.4% | +31.8% | +8.9% |
| 3M | +0.8% | -17.8% | +18.6% | +1.4% |
| 6M | +6.1% | -29.6% | +35.6% | +6.7% |
| YTD | +24.5% | +100.3% | -75.8% | +9.2% |
| 1Y | +26.3% | +100.4% | -74.0% | +10.7% |
| 3Y | -20.7% | +246.1% | -266.8% | -36.4% |
| 5Y | -3.6% | +189.8% | -193.4% | -23.2% |
| 10Y | +225.1% | +434.6% | -209.5% | +128.6% |
| All | +913.7% | +2,368.1% | -1,454.4% | +345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling