+950.2%
SMCI vs UAL
+83.8%
+866.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -6.0% | -5.3% | -9.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -30.9% | +7.8% | -38.7% | -32.6% |
| 3M | -28.2% | -11.1% | -17.2% | -25.6% |
| 6M | -17.7% | +16.1% | -33.8% | -21.0% |
| YTD | -7.8% | -0.5% | -7.3% | -7.5% |
| 1Y | -28.8% | +11.3% | -40.1% | -30.8% |
| 3Y | +1.5% | +192.8% | -191.4% | -29.1% |
| 5Y | +517.8% | +123.3% | +394.5% | +349.9% |
| All | +950.2% | +83.8% | +866.4% | +627.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling