+214.3%
UNH vs STLA
-3.1%
+217.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +1.5% |
| 7D | +2.4% | -13.1% | +15.4% | +4.6% |
| 30D | +7.2% | -13.3% | +20.5% | +9.3% |
| 3M | +0.5% | -27.9% | +28.4% | +5.1% |
| 6M | +3.4% | -47.8% | +51.3% | +13.7% |
| YTD | +25.2% | -64.6% | +89.7% | +45.4% |
| 1Y | +22.7% | -64.0% | +86.7% | +41.9% |
| 3Y | -20.3% | -76.8% | +56.6% | -2.8% |
| 5Y | -3.4% | -74.2% | +70.8% | +11.2% |
| All | +214.3% | -3.1% | +217.3% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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