+228.4%
UNH vs SO
+159.0%
+69.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -4.5% | -1.1% | -3.5% | -4.1% |
| 30D | -6.5% | -5.0% | -1.5% | -4.5% |
| 3M | -6.0% | -5.8% | -0.2% | -3.7% |
| 6M | +33.7% | -7.9% | +41.6% | +37.9% |
| YTD | +16.4% | +2.4% | +14.0% | +14.3% |
| 1Y | +10.1% | -2.3% | +12.3% | +10.2% |
| 3Y | -16.3% | +41.9% | -58.2% | -30.7% |
| 5Y | +2.1% | +58.1% | -56.0% | -21.1% |
| All | +228.4% | +159.0% | +69.4% | +117.6% |
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