+0.4%
STM vs UAL
+191.7%
-191.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.6% | -7.8% | -10.4% |
| 7D | -20.1% | +5.0% | -25.1% | -21.9% |
| 30D | -32.0% | -1.2% | -30.7% | -31.7% |
| 3M | -24.2% | -16.8% | -7.4% | -18.4% |
| 6M | -29.9% | +18.0% | -47.9% | -35.4% |
| YTD | +54.9% | -1.2% | +56.1% | +51.7% |
| 1Y | +68.0% | +14.3% | +53.7% | +54.4% |
| All | +0.4% | +191.7% | -191.2% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling