-14.5%
UNH vs SN
+650.0%
-664.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.6% |
| 7D | +2.4% | +1.4% | +1.0% | +2.3% |
| 30D | +7.2% | +16.6% | -9.4% | +6.9% |
| 3M | +0.5% | +18.3% | -17.8% | +0.1% |
| 6M | +3.4% | +103.1% | -99.6% | +2.5% |
| YTD | +25.2% | +96.7% | -71.6% | +24.0% |
| 1Y | +22.7% | +134.3% | -111.7% | +21.5% |
| 3Y | -20.3% | +425.2% | -445.5% | -21.3% |
| All | -14.5% | +650.0% | -664.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling