+236.3%
UNH vs STRL
+6,846.4%
-6,610.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -3.2% | +5.4% | -8.6% | -3.6% |
| 30D | -3.5% | -9.0% | +5.5% | -2.8% |
| 3M | -4.2% | -37.1% | +32.9% | -1.2% |
| 6M | +38.3% | +17.8% | +20.5% | +31.5% |
| YTD | +19.2% | +58.3% | -39.1% | +9.3% |
| 1Y | +15.0% | +61.0% | -46.0% | +4.3% |
| 3Y | -14.5% | +517.8% | -532.3% | -37.7% |
| 5Y | +4.6% | +2,119.0% | -2,114.5% | -39.7% |
| All | +236.3% | +6,846.4% | -6,610.1% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STRL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling