+194.9%
SO vs UAL
+99.5%
+95.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -0.1% | +12.5% | -12.6% | -0.8% |
| 30D | +8.7% | +12.2% | -3.5% | +7.9% |
| 3M | +3.4% | -2.6% | +6.0% | +3.4% |
| 6M | +3.7% | +21.1% | -17.4% | +2.2% |
| YTD | +10.0% | +7.8% | +2.2% | +8.8% |
| 1Y | +6.6% | +25.4% | -18.8% | +4.3% |
| 3Y | +52.5% | +217.3% | -164.9% | +36.1% |
| 5Y | +76.1% | +132.9% | -56.8% | +58.5% |
| 10Y | +194.9% | +101.1% | +93.7% | +148.3% |
| All | +194.9% | +99.5% | +95.4% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling