+56.4%
SAP vs UAL
+142.0%
-85.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.4% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +9.0% | -16.1% | +25.1% | +12.5% |
| 3M | +14.9% | +6.1% | +8.8% | +13.0% |
| 6M | +11.9% | +10.8% | +1.0% | +8.3% |
| YTD | -9.9% | -0.4% | -9.5% | -11.2% |
| 1Y | -19.5% | +5.0% | -24.6% | -21.8% |
| 3Y | +61.8% | +124.0% | -62.2% | +28.4% |
| All | +56.4% | +142.0% | -85.6% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling