+60.0%
UNH vs SITM
+4,437.5%
-4,377.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | -1.7% | +3.7% | -5.4% | -1.8% |
| 30D | -3.8% | -14.5% | +10.7% | -3.2% |
| 3M | -4.3% | -10.6% | +6.3% | -4.3% |
| 6M | +38.6% | +65.5% | -26.9% | +33.1% |
| YTD | +20.7% | +67.0% | -46.3% | +15.4% |
| 1Y | +16.0% | +138.6% | -122.6% | +8.1% |
| 3Y | -13.5% | +421.8% | -435.3% | -26.3% |
| 5Y | +3.5% | +172.4% | -168.9% | -12.0% |
| All | +60.0% | +4,437.5% | -4,377.4% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling