+225.1%
UNH vs STRL
+4,073.8%
-3,848.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -0.9% |
| 7D | -1.6% | +7.1% | -8.7% | -2.2% |
| 30D | +6.5% | -39.4% | +45.8% | +10.1% |
| 3M | +0.8% | -43.0% | +43.8% | +4.5% |
| 6M | +6.1% | -65.0% | +71.1% | +13.5% |
| YTD | +24.5% | -0.8% | +25.3% | +17.4% |
| 1Y | +26.3% | -20.3% | +46.6% | +21.7% |
| 3Y | -20.7% | +356.5% | -377.2% | -41.9% |
| 5Y | -3.6% | +952.8% | -956.4% | -40.5% |
| 10Y | +225.1% | +3,877.1% | -3,652.0% | +58.2% |
| All | +225.1% | +4,073.8% | -3,848.7% | +58.2% |
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