-3.6%
SMR vs UAL
+155.2%
-158.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.8% |
| 7D | +4.4% | +0.7% | +3.7% | +4.0% |
| 30D | +3.4% | -16.1% | +19.5% | +12.9% |
| 3M | -19.2% | +6.1% | -25.3% | -21.5% |
| 6M | -22.6% | +10.8% | -33.5% | -27.0% |
| YTD | -31.5% | -0.4% | -31.2% | -32.0% |
| 1Y | -73.1% | +5.0% | -78.1% | -73.8% |
| 3Y | +55.0% | +124.0% | -69.1% | +8.5% |
| All | -3.6% | +155.2% | -158.8% | -36.5% |
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