+15.0%
UNH vs SM
+51.5%
-36.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -3.2% | +2.1% | -5.3% | -3.2% |
| 30D | -3.5% | +18.1% | -21.6% | -4.2% |
| 3M | -4.2% | +17.0% | -21.1% | -5.0% |
| 6M | +38.3% | +55.4% | -17.1% | +33.6% |
| YTD | +19.2% | +108.6% | -89.3% | +12.9% |
| 1Y | +15.0% | +45.7% | -30.7% | +12.4% |
| All | +15.0% | +51.5% | -36.5% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling