+214.3%
UNH vs SLV
+178.7%
+35.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.8% |
| 7D | +2.4% | -3.9% | +6.2% | +2.6% |
| 30D | +7.2% | -15.6% | +22.9% | +8.4% |
| 3M | +0.5% | -23.6% | +24.1% | +2.2% |
| 6M | +3.4% | -42.6% | +46.0% | +7.2% |
| YTD | +25.2% | -30.0% | +55.1% | +25.9% |
| 1Y | +22.7% | -6.6% | +29.3% | +20.2% |
| 3Y | -20.3% | +121.8% | -142.1% | -29.1% |
| 5Y | -3.4% | +92.7% | -96.0% | -13.4% |
| All | +214.3% | +178.7% | +35.6% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling