+214.3%
UNH vs SO
+193.6%
+20.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.8% |
| 30D | +7.2% | +4.9% | +2.3% | +5.0% |
| 3M | +0.5% | +0.8% | -0.3% | 0.0% |
| 6M | +3.4% | +0.6% | +2.8% | +2.8% |
| YTD | +25.2% | +8.7% | +16.5% | +19.6% |
| 1Y | +22.7% | +4.0% | +18.7% | +19.6% |
| 3Y | -20.3% | +50.6% | -70.9% | -35.7% |
| 5Y | -3.4% | +77.5% | -80.9% | -29.4% |
| All | +214.3% | +193.6% | +20.6% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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