+12,812.4%
UNH vs SPY
+3,091.8%
+9,720.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -3.8% | +0.1% | -3.8% | -3.9% |
| 3M | +0.7% | +2.0% | -1.3% | -1.1% |
| 6M | +37.9% | +13.0% | +24.9% | +24.6% |
| YTD | +21.9% | +13.5% | +8.4% | +9.7% |
| 1Y | +31.4% | +20.0% | +11.4% | +13.1% |
| 3Y | -11.4% | +77.2% | -88.6% | -45.9% |
| 5Y | +2.5% | +81.9% | -79.3% | -40.0% |
| 10Y | +242.9% | +314.1% | -71.2% | +3.4% |
| All | +12,812.4% | +3,091.8% | +9,720.6% | +391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling