-11.8%
UNH vs STLA
-65.4%
+53.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.0% |
| 7D | +1.1% | +0.7% | +0.4% | +1.1% |
| 30D | -1.5% | -2.4% | +0.8% | -1.5% |
| 3M | -0.8% | -23.9% | +23.0% | 0.0% |
| 6M | +41.8% | -24.6% | +66.4% | +42.9% |
| YTD | +23.1% | -50.5% | +73.6% | +25.8% |
| 1Y | +28.5% | -39.8% | +68.4% | +30.8% |
| 3Y | -11.8% | -65.6% | +53.9% | -9.2% |
| All | -11.8% | -65.4% | +53.6% | -9.2% |
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 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