+6,145.9%
UNH vs SRE
+1,544.3%
+4,601.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -1.7% | +1.5% | -3.1% | -2.2% |
| 30D | -3.8% | +0.8% | -4.7% | -4.3% |
| 3M | -4.3% | -5.8% | +1.5% | -2.3% |
| 6M | +38.6% | -7.8% | +46.4% | +42.2% |
| YTD | +20.7% | -2.4% | +23.0% | +20.9% |
| 1Y | +16.0% | +8.9% | +7.1% | +11.4% |
| 3Y | -13.5% | +31.1% | -44.6% | -25.2% |
| 5Y | +3.5% | +48.6% | -45.1% | -15.9% |
| 10Y | +245.3% | +126.1% | +119.2% | +130.2% |
| All | +6,145.9% | +1,544.3% | +4,601.6% | +2,012.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling