-20.0%
UNH vs STLA
-77.1%
+57.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +3.4% | -13.8% | +17.1% | +3.7% |
| 30D | +3.0% | -10.5% | +13.5% | +3.2% |
| 3M | +2.7% | -28.9% | +31.6% | +3.4% |
| 6M | +2.8% | -49.7% | +52.5% | +4.5% |
| YTD | +25.9% | -64.9% | +90.8% | +29.4% |
| 1Y | +25.8% | -64.0% | +89.8% | +29.0% |
| 3Y | -20.0% | -77.4% | +57.4% | -13.6% |
| All | -20.0% | -77.1% | +57.1% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling