+15,181.6%
UNH vs SM
+1,608.3%
+13,573.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -3.8% | +26.3% | -30.1% | -5.8% |
| 3M | +0.7% | +8.7% | -7.9% | -0.3% |
| 6M | +37.9% | +51.7% | -13.8% | +32.2% |
| YTD | +21.9% | +99.0% | -77.1% | +14.0% |
| 1Y | +31.4% | +34.6% | -3.2% | +26.6% |
| 3Y | -11.4% | -7.8% | -3.6% | -13.5% |
| 5Y | +2.5% | +104.8% | -102.2% | -9.1% |
| 10Y | +242.9% | +7.2% | +235.6% | +161.7% |
| All | +15,181.6% | +1,608.3% | +13,573.3% | +8,175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling