-17.5%
UNH vs SN
+476.8%
-494.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.9% |
| 7D | -1.7% | -3.4% | +1.7% | -1.6% |
| 30D | -3.8% | -9.1% | +5.2% | -3.8% |
| 3M | -4.3% | +31.8% | -36.1% | -4.6% |
| 6M | +38.6% | +52.0% | -13.4% | +37.9% |
| YTD | +20.7% | +51.3% | -30.6% | +20.1% |
| 1Y | +16.0% | +46.9% | -30.9% | +15.2% |
| 3Y | -13.5% | +394.9% | -408.4% | -14.4% |
| All | -17.5% | +476.8% | -494.3% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling