+574.0%
SAP vs UAL
+239.3%
+334.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.0% | +2.1% |
| 7D | +4.0% | +5.0% | -1.0% | +3.3% |
| 30D | +15.7% | -1.2% | +16.9% | +15.7% |
| 3M | +23.4% | -16.8% | +40.2% | +26.2% |
| 6M | +41.3% | +18.0% | +23.3% | +37.0% |
| YTD | +2.0% | -1.2% | +3.2% | +0.9% |
| 1Y | -5.1% | +14.3% | -19.4% | -8.1% |
| 3Y | +82.1% | +194.6% | -112.4% | +50.9% |
| 5Y | +77.2% | +109.6% | -32.5% | +50.4% |
| 10Y | +233.6% | +93.1% | +140.6% | +165.6% |
| All | +574.0% | +239.3% | +334.7% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling