+1,881.6%
SNPS vs UAL
+239.3%
+1,642.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.3% | -4.3% |
| 7D | -10.2% | +5.0% | -15.2% | -10.8% |
| 30D | -12.8% | -1.2% | -11.6% | -12.8% |
| 3M | +9.9% | -16.8% | +26.6% | +12.3% |
| 6M | -12.4% | +18.0% | -30.3% | -14.7% |
| YTD | -6.3% | -1.2% | -5.1% | -7.0% |
| 1Y | +7.6% | +14.3% | -6.7% | +4.8% |
| 3Y | -9.8% | +194.6% | -204.3% | -23.3% |
| 5Y | +29.2% | +109.6% | -80.4% | +12.4% |
| 10Y | +663.8% | +93.1% | +570.7% | +528.1% |
| All | +1,881.6% | +239.3% | +1,642.3% | +1,214.3% |
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