+333.1%
SLV vs UAL
+224.3%
+108.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | +6.7% | -16.1% | +22.8% | +6.9% |
| 3M | -10.7% | +6.1% | -16.8% | -10.8% |
| 6M | -20.6% | +10.8% | -31.4% | -20.7% |
| YTD | -7.1% | -0.4% | -6.7% | -7.3% |
| 1Y | +62.0% | +5.0% | +57.0% | +61.7% |
| 3Y | +169.8% | +124.0% | +45.8% | +168.1% |
| 5Y | +161.5% | +141.0% | +20.5% | +159.7% |
| 10Y | +224.4% | +118.0% | +106.4% | +222.2% |
| All | +333.1% | +224.3% | +108.8% | +357.5% |
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