+444.1%
STM vs UAL
+99.5%
+344.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -7.9% | +12.5% | -20.4% | -11.7% |
| 30D | -14.1% | +12.2% | -26.3% | -17.6% |
| 3M | -17.6% | -2.6% | -15.0% | -17.0% |
| 6M | -24.2% | +21.1% | -45.3% | -29.6% |
| YTD | +73.3% | +7.8% | +65.5% | +65.9% |
| 1Y | +90.1% | +25.4% | +64.7% | +72.5% |
| 3Y | +10.3% | +217.3% | -207.0% | -29.5% |
| 5Y | -5.7% | +132.9% | -138.6% | -36.1% |
| 10Y | +444.1% | +101.1% | +343.0% | +303.3% |
| All | +444.1% | +99.5% | +344.6% | +303.3% |
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