+137,274.1%
UNH vs SMTC
+69,284.5%
+67,989.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.0% | -9.0% | +0.3% |
| 7D | +1.1% | +22.9% | -21.8% | -0.2% |
| 30D | -1.5% | +16.6% | -18.2% | -2.7% |
| 3M | -0.8% | +2.4% | -3.3% | -1.7% |
| 6M | +41.8% | +98.3% | -56.5% | +34.2% |
| YTD | +23.1% | +120.7% | -97.6% | +15.5% |
| 1Y | +28.5% | +168.3% | -139.7% | +18.9% |
| 3Y | -11.8% | +571.7% | -583.5% | -25.9% |
| 5Y | +5.3% | +114.0% | -108.7% | -6.0% |
| 10Y | +247.4% | +497.0% | -249.5% | +186.9% |
| All | +137,274.1% | +69,284.5% | +67,989.6% | +82,681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling