-3.4%
UNH vs SLV
+94.7%
-98.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.7% |
| 7D | +2.4% | -3.9% | +6.2% | +2.5% |
| 30D | +7.2% | -15.6% | +22.9% | +7.9% |
| 3M | +0.5% | -23.6% | +24.1% | +1.5% |
| 6M | +3.4% | -42.6% | +46.0% | +5.6% |
| YTD | +25.2% | -30.0% | +55.1% | +25.6% |
| 1Y | +22.7% | -6.6% | +29.3% | +21.6% |
| 3Y | -20.3% | +121.8% | -142.1% | -25.5% |
| 5Y | -3.4% | +92.7% | -96.0% | -9.8% |
| All | -3.4% | +94.7% | -98.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling