+247.4%
UNH vs SWKS
+30.1%
+217.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.6% |
| 7D | +1.1% | +11.8% | -10.7% | -1.0% |
| 30D | -1.5% | +6.7% | -8.3% | -2.8% |
| 3M | -0.8% | 0.0% | -0.9% | -1.4% |
| 6M | +41.8% | +38.7% | +3.1% | +30.6% |
| YTD | +23.1% | +21.4% | +1.7% | +16.0% |
| 1Y | +28.5% | +2.9% | +25.6% | +25.0% |
| 3Y | -11.8% | -16.4% | +4.6% | -13.8% |
| 5Y | +5.3% | -51.2% | +56.5% | +16.0% |
| 10Y | +247.4% | +31.0% | +216.4% | +173.0% |
| All | +247.4% | +30.1% | +217.3% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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