-16.1%
UNH vs SN
+681.9%
-698.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | +0.8% |
| 7D | -0.7% | +7.6% | -8.3% | -0.8% |
| 30D | +4.8% | +24.1% | -19.2% | +4.4% |
| 3M | -1.7% | +23.7% | -25.4% | -2.2% |
| 6M | +5.9% | +105.5% | -99.6% | +4.9% |
| YTD | +22.8% | +105.1% | -82.3% | +21.6% |
| 1Y | +25.9% | +148.3% | -122.4% | +24.6% |
| 3Y | -21.4% | +438.7% | -460.1% | -22.5% |
| All | -16.1% | +681.9% | -698.0% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling