-20.0%
UNH vs STLD
+119.8%
-139.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.1% |
| 7D | +3.4% | +2.9% | +0.4% | +2.9% |
| 30D | +3.0% | -5.6% | +8.5% | +3.8% |
| 3M | +2.7% | -11.7% | +14.5% | +4.6% |
| 6M | +2.8% | -2.8% | +5.6% | +2.5% |
| YTD | +25.9% | +36.4% | -10.6% | +17.5% |
| 1Y | +25.8% | +50.0% | -24.2% | +15.5% |
| 3Y | -20.0% | +122.3% | -142.3% | -29.2% |
| All | -20.0% | +119.8% | -139.8% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling