+11.1%
SMR vs UAL
+148.0%
-136.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.8% | +18.1% | +16.6% |
| 7D | +21.4% | +3.5% | +17.9% | +19.1% |
| 30D | +13.8% | -16.5% | +30.3% | +24.4% |
| 3M | +3.9% | +2.8% | +1.1% | +2.3% |
| 6M | -4.2% | +17.6% | -21.8% | -12.3% |
| YTD | -21.1% | -3.2% | -17.9% | -20.6% |
| 1Y | -67.1% | +0.4% | -67.5% | -67.4% |
| 3Y | +88.9% | +128.2% | -39.3% | +32.3% |
| All | +11.1% | +148.0% | -136.9% | -26.0% |
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