+392.6%
STM vs UAL
+94.5%
+298.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.7% |
| 7D | -10.7% | +8.2% | -18.9% | -13.3% |
| 30D | -25.7% | +2.3% | -28.1% | -26.4% |
| 3M | -21.6% | -12.7% | -8.9% | -17.9% |
| 6M | -27.8% | +12.7% | -40.5% | -31.3% |
| YTD | +61.8% | +0.8% | +60.9% | +58.5% |
| 1Y | +78.1% | +17.8% | +60.3% | +65.2% |
| 3Y | +4.9% | +206.7% | -201.8% | -32.2% |
| 5Y | -14.3% | +113.9% | -128.1% | -40.2% |
| All | +392.6% | +94.5% | +298.1% | +258.9% |
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