+678.9%
STM vs UAL
+118.5%
+560.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.0% |
| 7D | +5.8% | +0.7% | +5.1% | +5.5% |
| 30D | -1.0% | -16.1% | +15.1% | +5.2% |
| 3M | -33.3% | +6.1% | -39.4% | -34.8% |
| 6M | +57.4% | +10.8% | +46.5% | +50.5% |
| YTD | +102.2% | -0.4% | +102.6% | +99.3% |
| 1Y | +99.6% | +5.0% | +94.6% | +92.1% |
| 3Y | +14.5% | +124.0% | -109.5% | -18.1% |
| 5Y | +21.4% | +141.0% | -119.6% | -18.5% |
| All | +678.9% | +118.5% | +560.4% | +417.7% |
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