+228.4%
UNH vs STLA
+55.1%
+173.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.6% | -2.7% |
| 7D | -4.5% | -2.9% | -1.7% | -4.1% |
| 30D | -6.5% | +0.9% | -7.5% | -6.9% |
| 3M | -6.0% | -21.6% | +15.6% | -2.6% |
| 6M | +33.7% | -21.6% | +55.3% | +37.8% |
| YTD | +16.4% | -50.4% | +66.8% | +28.7% |
| 1Y | +10.1% | -43.6% | +53.7% | +18.4% |
| 3Y | -16.3% | -66.4% | +50.1% | -4.0% |
| 5Y | +2.1% | -62.3% | +64.4% | +10.5% |
| All | +228.4% | +55.1% | +173.3% | +171.2% |
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