+495.4%
SAP vs UAL
+242.1%
+253.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.2% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +9.0% | -16.1% | +25.1% | +11.5% |
| 3M | +14.9% | +6.1% | +8.8% | +13.6% |
| 6M | +11.9% | +10.8% | +1.0% | +9.4% |
| YTD | -9.9% | -0.4% | -9.5% | -10.8% |
| 1Y | -19.5% | +5.0% | -24.6% | -21.1% |
| 3Y | +61.8% | +124.0% | -62.2% | +39.2% |
| 5Y | +56.2% | +141.0% | -84.8% | +30.3% |
| 10Y | +180.6% | +118.0% | +62.6% | +120.6% |
| All | +495.4% | +242.1% | +253.3% | +230.5% |
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