+3.5%
UNH vs SM
+119.2%
-115.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | -3.8% | +20.3% | -24.1% | -5.0% |
| 3M | -4.3% | +22.9% | -27.2% | -5.7% |
| 6M | +38.6% | +47.8% | -9.2% | +34.5% |
| YTD | +20.7% | +107.5% | -86.8% | +14.4% |
| 1Y | +16.0% | +51.7% | -35.7% | +12.0% |
| 3Y | -13.5% | -0.9% | -12.6% | -14.9% |
| 5Y | +3.5% | +112.2% | -108.7% | -8.9% |
| All | +3.5% | +119.2% | -115.7% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling