+9,295.6%
UNH vs XLF
+409.8%
+8,885.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -1.7% | -1.0% | -0.6% | -1.2% |
| 30D | -3.8% | -1.3% | -2.5% | -3.3% |
| 3M | -4.3% | +9.1% | -13.4% | -8.2% |
| 6M | +38.6% | +14.4% | +24.3% | +30.1% |
| YTD | +20.7% | +5.1% | +15.6% | +17.8% |
| 1Y | +16.0% | +8.6% | +7.4% | +11.5% |
| 3Y | -13.5% | +74.4% | -87.9% | -34.2% |
| 5Y | +3.5% | +64.4% | -60.8% | -20.0% |
| 10Y | +245.3% | +251.6% | -6.3% | +85.9% |
| All | +9,295.6% | +409.8% | +8,885.8% | +3,334.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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