+10.1%
UNH vs SMR
-75.4%
+85.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -15.7% | +13.3% | -2.2% |
| 7D | -4.5% | -11.2% | +6.7% | -4.4% |
| 30D | -6.5% | -10.2% | +3.7% | -6.4% |
| 3M | -6.0% | -10.0% | +4.0% | -6.0% |
| 6M | +33.7% | -30.5% | +64.1% | +33.9% |
| YTD | +16.4% | -39.2% | +55.6% | +16.7% |
| 1Y | +10.1% | -75.5% | +85.6% | +14.1% |
| All | +10.1% | -75.4% | +85.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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