+216.1%
UNH vs SPGI
+333.9%
-117.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +3.4% | +1.2% | +2.1% | +2.8% |
| 30D | +3.0% | +15.9% | -12.9% | -3.3% |
| 3M | +2.7% | +12.3% | -9.6% | -2.4% |
| 6M | +2.8% | +23.7% | -20.9% | -7.1% |
| YTD | +25.9% | -3.5% | +29.4% | +25.7% |
| 1Y | +25.8% | +0.4% | +25.4% | +23.3% |
| 3Y | -20.0% | +29.9% | -49.9% | -32.5% |
| 5Y | -2.8% | +15.2% | -18.0% | -14.7% |
| All | +216.1% | +333.9% | -117.8% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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