+89.4%
STM vs UAL
+21.4%
+68.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.8% | 0.0% | +3.6% |
| 7D | -5.6% | +10.2% | -15.8% | -9.7% |
| 30D | -14.4% | +12.0% | -26.5% | -18.9% |
| 3M | -20.5% | -7.1% | -13.4% | -18.3% |
| 6M | -24.5% | +20.9% | -45.4% | -31.2% |
| YTD | +72.7% | +7.7% | +65.0% | +60.4% |
| All | +89.4% | +21.4% | +68.1% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling