+138,844.1%
UNH vs SO
+6,371.5%
+132,472.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.6% | +0.8% | -2.3% | -1.9% |
| 30D | +6.5% | +7.8% | -1.4% | +3.2% |
| 3M | +0.8% | +2.9% | -2.1% | -0.5% |
| 6M | +6.1% | +2.5% | +3.6% | +4.7% |
| YTD | +24.5% | +10.3% | +14.2% | +18.8% |
| 1Y | +26.3% | +6.4% | +20.0% | +22.3% |
| 3Y | -20.7% | +52.8% | -73.5% | -34.7% |
| 5Y | -3.6% | +78.7% | -82.3% | -26.4% |
| 10Y | +225.1% | +196.3% | +28.8% | +98.6% |
| All | +138,844.1% | +6,371.5% | +132,472.6% | +23,616.6% |
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 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