+4.6%
UNH vs SO
+57.1%
-52.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -3.2% | -1.1% | -2.0% | -2.8% |
| 30D | -3.5% | -3.7% | +0.3% | -2.4% |
| 3M | -4.2% | -5.9% | +1.7% | -2.5% |
| 6M | +38.3% | -7.3% | +45.6% | +41.1% |
| YTD | +19.2% | +3.1% | +16.1% | +17.4% |
| 1Y | +15.0% | -1.0% | +16.0% | +14.6% |
| 3Y | -14.5% | +43.2% | -57.8% | -26.0% |
| 5Y | +4.6% | +59.1% | -54.5% | -15.4% |
| All | +4.6% | +57.1% | -52.6% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling