+228.4%
UNH vs XLY
+220.9%
+7.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -4.5% | -1.7% | -2.8% | -3.8% |
| 30D | -6.5% | -4.2% | -2.4% | -4.7% |
| 3M | -6.0% | -2.7% | -3.3% | -5.1% |
| 6M | +33.7% | -0.6% | +34.3% | +33.2% |
| YTD | +16.4% | -5.0% | +21.4% | +18.4% |
| 1Y | +10.1% | -4.1% | +14.2% | +11.3% |
| 3Y | -16.3% | +33.6% | -49.9% | -31.2% |
| 5Y | +2.1% | +28.7% | -26.6% | -17.3% |
| All | +228.4% | +220.9% | +7.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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