+226.8%
UNH vs SWKS
+35.1%
+191.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +0.2% | -3.1% | +3.3% | +0.7% |
| 30D | +6.8% | +8.3% | -1.5% | +5.3% |
| 3M | -0.3% | +20.2% | -20.5% | -4.5% |
| 6M | +7.9% | +24.9% | -17.0% | +1.4% |
| YTD | +25.1% | +33.2% | -8.0% | +15.0% |
| 1Y | +29.3% | +23.6% | +5.8% | +20.7% |
| 3Y | -20.3% | +1.3% | -21.5% | -25.9% |
| 5Y | -3.6% | -40.6% | +37.0% | +0.5% |
| All | +226.8% | +35.1% | +191.7% | +165.7% |
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