+171.4%
UNH vs SNAP
-77.0%
+248.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.4% |
| 7D | -3.2% | -3.2% | 0.0% | -3.0% |
| 30D | -3.5% | +0.2% | -3.6% | -3.5% |
| 3M | -4.2% | +2.6% | -6.8% | -4.5% |
| 6M | +38.3% | +12.4% | +25.9% | +36.9% |
| YTD | +19.2% | -31.6% | +50.8% | +20.5% |
| 1Y | +15.0% | -21.7% | +36.7% | +15.4% |
| 3Y | -14.5% | -41.2% | +26.7% | -14.9% |
| 5Y | +4.6% | -92.6% | +97.2% | +11.5% |
| All | +171.4% | -77.0% | +248.4% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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