+893.0%
UNH vs SIMO
+3,332.4%
-2,439.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.9% |
| 7D | +1.1% | +4.2% | -3.2% | +0.6% |
| 30D | -3.8% | +4.1% | -7.9% | -4.6% |
| 3M | +0.7% | -12.9% | +13.6% | +0.6% |
| 6M | +37.9% | +110.3% | -72.5% | +23.0% |
| YTD | +21.9% | +178.6% | -156.6% | +4.6% |
| 1Y | +31.4% | +220.0% | -188.6% | +10.5% |
| 3Y | -11.4% | +409.0% | -420.4% | -31.1% |
| 5Y | +2.5% | +277.3% | -274.8% | -19.5% |
| 10Y | +242.9% | +506.6% | -263.7% | +141.3% |
| All | +893.0% | +3,332.4% | -2,439.4% | +327.1% |
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