+774.6%
UNH vs SPYM
+824.3%
-49.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.4% |
| 7D | +1.1% | +0.6% | +0.6% | +0.7% |
| 30D | -1.5% | -0.9% | -0.6% | -0.8% |
| 3M | -0.8% | +3.9% | -4.8% | -4.1% |
| 6M | +41.8% | +14.5% | +27.3% | +26.6% |
| YTD | +23.1% | +13.0% | +10.1% | +10.9% |
| 1Y | +28.5% | +19.4% | +9.1% | +10.8% |
| 3Y | -11.8% | +78.9% | -90.6% | -47.1% |
| 5Y | +5.3% | +82.3% | -77.0% | -39.2% |
| 10Y | +247.4% | +314.7% | -67.3% | -1.0% |
| All | +774.6% | +824.3% | -49.7% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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