+3,777.5%
UNH vs SPYG
+559.2%
+3,218.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.7% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -3.8% | -1.7% | -2.1% | -2.9% |
| 3M | -4.3% | +3.6% | -7.9% | -6.7% |
| 6M | +38.6% | +16.6% | +22.0% | +25.5% |
| YTD | +20.7% | +13.4% | +7.3% | +10.8% |
| 1Y | +16.0% | +19.6% | -3.6% | +3.0% |
| 3Y | -13.5% | +99.8% | -113.2% | -46.2% |
| 5Y | +3.5% | +85.0% | -81.4% | -34.2% |
| 10Y | +245.3% | +422.1% | -176.8% | +13.5% |
| All | +3,777.5% | +559.2% | +3,218.3% | +757.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling