+214.8%
SAP vs UAL
+94.5%
+120.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.2% | -4.5% |
| 7D | -0.7% | +8.2% | -8.8% | -2.1% |
| 30D | +11.1% | +2.3% | +8.8% | +10.4% |
| 3M | +17.0% | -12.7% | +29.7% | +19.4% |
| 6M | +34.8% | +12.7% | +22.1% | +30.5% |
| YTD | -2.2% | +0.8% | -3.0% | -4.0% |
| 1Y | -6.4% | +17.8% | -24.2% | -10.9% |
| 3Y | +75.1% | +206.7% | -131.5% | +34.1% |
| 5Y | +69.8% | +113.9% | -44.1% | +34.4% |
| All | +214.8% | +94.5% | +120.3% | +146.7% |
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