+2,784.4%
UNH vs SPXS
-100.0%
+2,884.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.4% | -1.5% |
| 7D | -1.7% | +1.2% | -2.9% | -1.3% |
| 30D | -3.8% | +5.2% | -9.0% | -2.5% |
| 3M | -4.3% | -9.2% | +4.9% | -6.4% |
| 6M | +38.6% | -29.6% | +68.2% | +27.3% |
| YTD | +20.7% | -27.6% | +48.3% | +11.9% |
| 1Y | +16.0% | -36.7% | +52.7% | +4.4% |
| 3Y | -13.5% | -79.8% | +66.4% | -40.4% |
| 5Y | +3.5% | -85.9% | +89.4% | -28.2% |
| 10Y | +245.3% | -99.5% | +344.9% | +15.8% |
| All | +2,784.4% | -100.0% | +2,884.4% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling