+465.1%
STM vs UAL
+80.6%
+384.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | +12.0% | -3.0% | +15.1% | +13.1% |
| 30D | -0.4% | +10.5% | -10.8% | -4.1% |
| 3M | -13.2% | -13.5% | +0.3% | -8.9% |
| 6M | -26.1% | +14.2% | -40.3% | -30.0% |
| YTD | +81.2% | -2.2% | +83.4% | +79.4% |
| 1Y | +98.3% | +12.5% | +85.8% | +86.8% |
| 3Y | +16.7% | +186.8% | -170.1% | -22.9% |
| 5Y | -4.8% | +119.4% | -124.2% | -34.1% |
| All | +465.1% | +80.6% | +384.5% | +329.2% |
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