+216.1%
UNH vs STRL
+3,697.3%
-3,481.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.8% |
| 7D | +3.4% | +15.7% | -12.3% | +2.1% |
| 30D | +3.0% | -35.5% | +38.5% | +6.0% |
| 3M | +2.7% | -47.1% | +49.9% | +7.1% |
| 6M | +2.8% | -65.8% | +68.6% | +10.2% |
| YTD | +25.9% | -4.5% | +30.4% | +19.1% |
| 1Y | +25.8% | -10.5% | +36.3% | +19.5% |
| 3Y | -20.0% | +340.6% | -360.6% | -41.2% |
| 5Y | -2.8% | +911.0% | -913.9% | -39.8% |
| All | +216.1% | +3,697.3% | -3,481.2% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling