-21.3%
UNH vs STLD
+105.6%
-127.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -3.2% | -11.1% | +8.0% | -1.3% |
| 30D | +4.8% | -4.8% | +9.6% | +5.6% |
| 3M | -1.8% | -14.6% | +12.7% | +0.5% |
| 6M | +8.6% | -7.4% | +16.0% | +9.2% |
| YTD | +21.8% | +32.6% | -10.8% | +14.3% |
| 1Y | +25.8% | +47.3% | -21.5% | +15.9% |
| 3Y | -21.3% | +107.5% | -128.9% | -29.6% |
| All | -21.3% | +105.6% | -127.0% | -29.6% |
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