+4.6%
UNH vs SRE
+46.9%
-42.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | -3.5% | -1.7% | -1.7% | -3.2% |
| 3M | -4.2% | -7.1% | +2.9% | -2.7% |
| 6M | +38.3% | -8.4% | +46.7% | +40.6% |
| YTD | +19.2% | -3.5% | +22.7% | +19.7% |
| 1Y | +15.0% | +5.4% | +9.6% | +13.1% |
| 3Y | -14.5% | +29.5% | -44.0% | -23.3% |
| 5Y | +4.6% | +48.3% | -43.7% | -11.5% |
| All | +4.6% | +46.9% | -42.3% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling