+1,635.7%
UNH vs STLA
+150.0%
+1,485.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +3.4% | -13.8% | +17.1% | +5.3% |
| 30D | +3.0% | -10.5% | +13.5% | +4.2% |
| 3M | +2.7% | -28.9% | +31.6% | +6.7% |
| 6M | +2.8% | -49.7% | +52.5% | +11.4% |
| YTD | +25.9% | -64.9% | +90.8% | +41.8% |
| 1Y | +25.8% | -64.0% | +89.8% | +41.1% |
| 3Y | -20.0% | -77.4% | +57.4% | -6.6% |
| 5Y | -2.8% | -74.4% | +71.6% | +9.0% |
| 10Y | +228.7% | -6.4% | +235.1% | +201.9% |
| All | +1,635.7% | +150.0% | +1,485.8% | +1,422.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling