+16.4%
UNH vs SN
+47.2%
-30.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.7% |
| 7D | -1.7% | -3.4% | +1.7% | -1.5% |
| 30D | -3.8% | -9.1% | +5.2% | -3.4% |
| 3M | -4.3% | +31.8% | -36.1% | -6.2% |
| 6M | +38.6% | +52.0% | -13.4% | +33.9% |
| YTD | +20.7% | +51.3% | -30.6% | +16.4% |
| All | +16.4% | +47.2% | -30.8% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling