+245.3%
UNH vs STT
+262.1%
-16.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.7% | +1.0% | -2.6% | -1.9% |
| 30D | -3.8% | +2.8% | -6.6% | -4.6% |
| 3M | -4.3% | +18.1% | -22.4% | -9.1% |
| 6M | +38.6% | +59.2% | -20.6% | +20.4% |
| YTD | +20.7% | +51.5% | -30.8% | +6.2% |
| 1Y | +16.0% | +75.7% | -59.7% | -2.3% |
| 3Y | -13.5% | +200.8% | -214.2% | -39.7% |
| 5Y | +3.5% | +155.8% | -152.3% | -27.4% |
| 10Y | +245.3% | +266.4% | -21.0% | +88.9% |
| All | +245.3% | +262.1% | -16.7% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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