-0.5%
UNH vs SITM
+187.3%
-187.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -2.5% |
| 7D | -4.5% | +3.9% | -8.4% | -4.6% |
| 30D | -6.5% | -6.6% | +0.1% | -6.4% |
| 3M | -6.0% | -11.9% | +5.9% | -5.9% |
| 6M | +33.7% | +81.1% | -47.5% | +30.9% |
| YTD | +16.4% | +80.0% | -63.6% | +13.8% |
| 1Y | +10.1% | +145.8% | -135.8% | +6.6% |
| 3Y | -16.3% | +475.9% | -492.2% | -22.7% |
| All | -0.5% | +187.3% | -187.8% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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