+236.3%
UNH vs SPY
+318.9%
-82.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -3.2% | -2.0% | -1.2% | -1.7% |
| 30D | -3.5% | -1.7% | -1.8% | -2.3% |
| 3M | -4.2% | +4.7% | -8.9% | -7.7% |
| 6M | +38.3% | +12.5% | +25.8% | +25.8% |
| YTD | +19.2% | +11.7% | +7.5% | +8.9% |
| 1Y | +15.0% | +17.5% | -2.5% | +1.0% |
| 3Y | -14.5% | +76.6% | -91.1% | -48.1% |
| 5Y | +4.6% | +82.0% | -77.5% | -39.5% |
| All | +236.3% | +318.9% | -82.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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