+228.4%
UNH vs SRE
+122.3%
+106.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -4.5% | -0.8% | -3.7% | -4.3% |
| 30D | -6.5% | -3.0% | -3.5% | -5.6% |
| 3M | -6.0% | -8.3% | +2.3% | -3.2% |
| 6M | +33.7% | -8.9% | +42.6% | +37.6% |
| YTD | +16.4% | -4.3% | +20.7% | +17.4% |
| 1Y | +10.1% | +2.7% | +7.3% | +8.1% |
| 3Y | -16.3% | +28.7% | -45.0% | -27.6% |
| 5Y | +2.1% | +47.1% | -45.0% | -18.0% |
| All | +228.4% | +122.3% | +106.0% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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