+228.4%
UNH vs SPXS
-99.6%
+327.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -3.0% |
| 7D | -4.5% | +2.5% | -7.0% | -3.9% |
| 30D | -6.5% | +4.2% | -10.7% | -5.5% |
| 3M | -6.0% | -9.3% | +3.3% | -8.0% |
| 6M | +33.7% | -30.7% | +64.4% | +22.8% |
| YTD | +16.4% | -28.1% | +44.4% | +8.3% |
| 1Y | +10.1% | -35.1% | +45.1% | +0.4% |
| 3Y | -16.3% | -79.6% | +63.3% | -41.3% |
| 5Y | +2.1% | -86.3% | +88.4% | -28.5% |
| All | +228.4% | -99.6% | +327.9% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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