-14.3%
UNH vs SMTC
+546.3%
-560.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.2% |
| 7D | -3.2% | +17.5% | -20.7% | -3.4% |
| 30D | -3.5% | +21.3% | -24.8% | -3.8% |
| 3M | -4.2% | +3.1% | -7.3% | -4.4% |
| 6M | +38.3% | +81.7% | -43.4% | +35.9% |
| YTD | +19.2% | +115.9% | -96.7% | +16.8% |
| 1Y | +15.0% | +157.8% | -142.9% | +12.4% |
| All | -14.3% | +546.3% | -560.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling