-81.6%
SMR vs UAL
+21.5%
-103.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.2% | -4.1% |
| 7D | -2.8% | +12.5% | -15.2% | -9.7% |
| 30D | -27.5% | +12.2% | -39.7% | -32.6% |
| 3M | -43.1% | -2.6% | -40.6% | -42.2% |
| 6M | -58.4% | +21.1% | -79.5% | -63.6% |
| YTD | -63.2% | +7.8% | -71.0% | -65.8% |
| 1Y | -81.6% | +25.4% | -107.0% | -84.7% |
| All | -81.6% | +21.5% | -103.2% | -84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling