+17.1%
SNPS vs UAL
+142.0%
-124.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.5% | -7.9% | -6.0% |
| 7D | -11.0% | +0.7% | -11.7% | -11.2% |
| 30D | -1.7% | -16.1% | +14.4% | +2.2% |
| 3M | -20.4% | +6.1% | -26.5% | -21.9% |
| 6M | -8.6% | +10.8% | -19.5% | -12.2% |
| YTD | -16.2% | -0.4% | -15.8% | -17.7% |
| 1Y | -34.6% | +5.0% | -39.6% | -36.9% |
| 3Y | -14.5% | +124.0% | -138.5% | -34.6% |
| All | +17.1% | +142.0% | -124.9% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling