+222.9%
SAP vs UAL
+106.7%
+116.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +0.5% |
| 7D | +1.6% | +10.2% | -8.6% | -0.2% |
| 30D | +10.5% | +12.0% | -1.5% | +8.1% |
| 3M | +15.2% | -7.1% | +22.2% | +16.2% |
| 6M | +36.7% | +20.9% | +15.8% | +30.7% |
| YTD | -0.6% | +7.7% | -8.2% | -3.6% |
| 1Y | -4.1% | +23.6% | -27.7% | -9.5% |
| 3Y | +73.2% | +222.6% | -149.3% | +31.4% |
| 5Y | +74.1% | +127.9% | -53.8% | +36.2% |
| 10Y | +222.9% | +100.2% | +122.7% | +148.4% |
| All | +222.9% | +106.7% | +116.2% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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