-16.3%
UNH vs XLK
+119.6%
-135.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.4% |
| 7D | -4.5% | +0.2% | -4.8% | -4.6% |
| 30D | -6.5% | -0.6% | -5.9% | -6.5% |
| 3M | -6.0% | +2.6% | -8.5% | -6.2% |
| 6M | +33.7% | +34.0% | -0.3% | +30.7% |
| YTD | +16.4% | +30.7% | -14.3% | +13.8% |
| 1Y | +10.1% | +39.2% | -29.1% | +7.6% |
| 3Y | -16.3% | +120.4% | -136.7% | -18.3% |
| All | -16.3% | +119.6% | -135.9% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling