+236.6%
SAP vs UAL
+80.6%
+156.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | +0.6% | -3.0% | +3.7% | +1.1% |
| 30D | +6.5% | +10.5% | -3.9% | +4.4% |
| 3M | +12.2% | -13.5% | +25.7% | +14.6% |
| 6M | +46.1% | +14.2% | +31.8% | +40.9% |
| YTD | -1.6% | -2.2% | +0.6% | -3.0% |
| 1Y | -5.1% | +12.5% | -17.6% | -8.9% |
| 3Y | +68.4% | +186.8% | -118.5% | +30.3% |
| 5Y | +79.4% | +119.4% | -39.9% | +41.2% |
| All | +236.6% | +80.6% | +156.0% | +163.2% |
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