+231.0%
UNH vs STLD
+779.4%
-548.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -0.7% | -9.7% | +9.0% | +1.4% |
| 30D | +4.8% | -4.5% | +9.4% | +5.8% |
| 3M | -1.7% | -13.1% | +11.4% | +0.9% |
| 6M | +5.9% | -2.8% | +8.6% | +5.6% |
| YTD | +22.8% | +35.3% | -12.5% | +13.4% |
| 1Y | +25.9% | +51.4% | -25.5% | +13.4% |
| 3Y | -21.4% | +117.9% | -139.4% | -36.2% |
| 5Y | -6.3% | +272.6% | -278.9% | -36.2% |
| 10Y | +231.0% | +782.2% | -551.2% | +60.0% |
| All | +231.0% | +779.4% | -548.4% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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