-8.7%
UNH vs SMR
+11.2%
-20.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +15.3% | -14.3% | +1.0% |
| 7D | +1.1% | +21.4% | -20.2% | +1.2% |
| 30D | -1.5% | +13.8% | -15.4% | -1.5% |
| 3M | -0.8% | +3.9% | -4.7% | -0.8% |
| 6M | +41.8% | -4.2% | +46.0% | +41.8% |
| YTD | +23.1% | -21.1% | +44.2% | +23.1% |
| 1Y | +28.5% | -67.1% | +95.6% | +28.5% |
| 3Y | -11.8% | +88.9% | -100.6% | -10.6% |
| All | -8.7% | +11.2% | -20.0% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling