+32,476.8%
UNH vs STRL
+11,482.4%
+20,994.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +0.2% | -19.8% | +20.0% | +0.7% |
| 30D | +6.8% | -43.6% | +50.4% | +8.5% |
| 3M | -0.3% | -45.2% | +44.9% | +1.3% |
| 6M | +7.9% | -65.7% | +73.6% | +10.8% |
| YTD | +25.1% | -5.4% | +30.6% | +23.6% |
| 1Y | +29.3% | -24.7% | +54.0% | +28.5% |
| 3Y | -20.3% | +335.0% | -355.3% | -26.0% |
| 5Y | -3.6% | +915.3% | -918.9% | -13.4% |
| 10Y | +227.5% | +3,877.5% | -3,650.0% | +179.3% |
| All | +32,476.8% | +11,482.4% | +20,994.4% | +25,555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling