+74.6%
SAP vs UAL
+132.2%
-57.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | +1.5% | +12.5% | -11.0% | -0.8% |
| 30D | +8.8% | +12.2% | -3.4% | +6.2% |
| 3M | +12.1% | -2.6% | +14.7% | +12.2% |
| 6M | +34.6% | +21.1% | +13.5% | +28.2% |
| YTD | -2.1% | +7.8% | -9.9% | -5.2% |
| 1Y | -5.5% | +25.4% | -30.9% | -11.5% |
| 3Y | +67.4% | +217.3% | -149.9% | +21.6% |
| 5Y | +74.6% | +132.9% | -58.3% | +27.3% |
| All | +74.6% | +132.2% | -57.6% | +27.3% |
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