-13.0%
UNH vs STRL
+509.6%
-522.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.0% |
| 7D | +1.1% | +3.4% | -2.3% | +1.1% |
| 30D | -3.8% | -9.2% | +5.5% | -3.8% |
| 3M | +0.7% | -51.0% | +51.8% | +0.9% |
| 6M | +37.9% | +15.8% | +22.1% | +37.0% |
| YTD | +21.9% | +58.9% | -36.9% | +20.4% |
| 1Y | +31.4% | +68.5% | -37.1% | +29.6% |
| All | -13.0% | +509.6% | -522.5% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling