-11.6%
UNH vs SMR
+1.6%
-13.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.3% | -1.2% |
| 7D | -3.2% | +4.7% | -7.9% | -3.1% |
| 30D | -3.5% | +3.2% | -6.7% | -3.4% |
| 3M | -4.2% | +9.9% | -14.1% | -4.1% |
| 6M | +38.3% | -15.1% | +53.4% | +38.3% |
| YTD | +19.2% | -27.9% | +47.2% | +19.2% |
| 1Y | +15.0% | -70.2% | +85.2% | +14.9% |
| 3Y | -14.5% | +72.5% | -87.0% | -13.4% |
| All | -11.6% | +1.6% | -13.2% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling