-0.5%
UNH vs SMTC
+122.8%
-123.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -2.5% |
| 7D | -4.5% | +13.1% | -17.6% | -4.9% |
| 30D | -6.5% | +19.5% | -26.0% | -7.1% |
| 3M | -6.0% | +2.2% | -8.2% | -6.3% |
| 6M | +33.7% | +94.9% | -61.2% | +29.8% |
| YTD | +16.4% | +127.0% | -110.6% | +12.5% |
| 1Y | +10.1% | +174.6% | -164.5% | +5.7% |
| 3Y | -16.3% | +615.9% | -632.2% | -24.2% |
| All | -0.5% | +122.8% | -123.3% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling