+55.8%
SMR vs UAL
+197.6%
-141.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +2.0% | +14.2% | +15.0% |
| 7D | -9.6% | +8.2% | -17.8% | -14.0% |
| 30D | -33.8% | +2.3% | -36.1% | -34.7% |
| 3M | -46.4% | -12.7% | -33.7% | -42.0% |
| 6M | -62.4% | +12.7% | -75.1% | -65.4% |
| YTD | -64.1% | +0.8% | -65.0% | -65.0% |
| 1Y | -84.3% | +17.8% | -102.1% | -86.1% |
| 3Y | +55.8% | +206.7% | -150.9% | -40.8% |
| All | +55.8% | +197.6% | -141.8% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling