+228.4%
UNH vs SLV
+224.3%
+4.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.4% |
| 7D | -4.5% | -2.8% | -1.7% | -4.4% |
| 30D | -6.5% | -1.6% | -4.9% | -6.5% |
| 3M | -6.0% | -4.4% | -1.6% | -5.8% |
| 6M | +33.7% | -25.4% | +59.1% | +36.0% |
| YTD | +16.4% | -9.8% | +26.2% | +15.2% |
| 1Y | +10.1% | +53.8% | -43.7% | +3.8% |
| 3Y | -16.3% | +174.7% | -191.0% | -26.3% |
| 5Y | +2.1% | +164.3% | -162.2% | -10.6% |
| All | +228.4% | +224.3% | +4.0% | +157.0% |
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