+228.4%
UNH vs SPYG
+424.6%
-196.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.8% |
| 7D | -4.5% | -0.9% | -3.7% | -4.1% |
| 30D | -6.5% | -1.5% | -5.0% | -5.8% |
| 3M | -6.0% | +3.7% | -9.7% | -8.3% |
| 6M | +33.7% | +16.4% | +17.2% | +21.5% |
| YTD | +16.4% | +13.3% | +3.1% | +7.2% |
| 1Y | +10.1% | +17.9% | -7.8% | -1.2% |
| 3Y | -16.3% | +98.3% | -114.7% | -48.8% |
| 5Y | +2.1% | +86.4% | -84.3% | -36.1% |
| All | +228.4% | +424.6% | -196.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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