+228.1%
UNH vs SWKS
+36.4%
+191.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -3.2% | -6.2% | +3.0% | -2.1% |
| 30D | +4.8% | -1.5% | +6.3% | +5.0% |
| 3M | -1.8% | +23.0% | -24.8% | -6.4% |
| 6M | +8.6% | +27.6% | -19.0% | +1.7% |
| YTD | +21.8% | +32.3% | -10.6% | +12.1% |
| 1Y | +25.8% | +20.1% | +5.7% | +18.2% |
| 3Y | -21.3% | +0.6% | -22.0% | -26.8% |
| 5Y | -5.3% | -42.3% | +37.0% | -0.6% |
| All | +228.1% | +36.4% | +191.7% | +166.9% |
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