-20.3%
UNH vs SNAP
-54.3%
+34.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | +0.2% | -10.6% | +10.7% | +0.7% |
| 30D | +6.8% | -19.7% | +26.6% | +7.8% |
| 3M | -0.3% | -6.5% | +6.3% | -0.1% |
| 6M | +7.9% | -17.8% | +25.6% | +8.4% |
| YTD | +25.1% | -38.0% | +63.2% | +26.3% |
| 1Y | +29.3% | -42.5% | +71.8% | +30.8% |
| 3Y | -20.3% | -55.8% | +35.5% | -24.7% |
| All | -20.3% | -54.3% | +34.0% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling