+136,006.1%
UNH vs SO
+5,976.4%
+130,029.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | -3.8% | -4.6% | +0.8% | -2.0% |
| 3M | +0.7% | -3.0% | +3.8% | +1.8% |
| 6M | +37.9% | -8.3% | +46.1% | +42.1% |
| YTD | +21.9% | +3.5% | +18.4% | +19.4% |
| 1Y | +31.4% | -0.9% | +32.3% | +30.9% |
| 3Y | -11.4% | +45.4% | -56.8% | -25.6% |
| 5Y | +2.5% | +59.6% | -57.1% | -18.0% |
| 10Y | +242.9% | +156.6% | +86.3% | +121.6% |
| All | +136,006.1% | +5,976.4% | +130,029.8% | +23,748.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling