+31,639.7%
UNH vs STRL
+19,359.6%
+12,280.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.1% |
| 7D | +1.1% | +3.4% | -2.3% | +1.0% |
| 30D | -3.8% | -9.2% | +5.5% | -3.5% |
| 3M | +0.7% | -51.0% | +51.8% | +2.7% |
| 6M | +37.9% | +15.8% | +22.1% | +35.9% |
| YTD | +21.9% | +58.9% | -36.9% | +18.8% |
| 1Y | +31.4% | +68.5% | -37.1% | +27.5% |
| 3Y | -11.4% | +485.2% | -496.6% | -18.3% |
| 5Y | +2.5% | +2,005.1% | -2,002.6% | -9.8% |
| 10Y | +242.9% | +7,118.0% | -6,875.1% | +187.9% |
| All | +31,639.7% | +19,359.6% | +12,280.1% | +24,568.8% |
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