+228.4%
UNH vs XLK
+807.8%
-579.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.9% |
| 7D | -4.5% | +0.2% | -4.8% | -4.6% |
| 30D | -6.5% | -0.6% | -5.9% | -6.4% |
| 3M | -6.0% | +2.6% | -8.5% | -7.7% |
| 6M | +33.7% | +34.0% | -0.3% | +15.9% |
| YTD | +16.4% | +30.7% | -14.3% | +1.7% |
| 1Y | +10.1% | +39.2% | -29.1% | -6.8% |
| 3Y | -16.3% | +120.4% | -136.7% | -46.2% |
| 5Y | +2.1% | +148.8% | -146.7% | -41.0% |
| All | +228.4% | +807.8% | -579.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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