-15.7%
STM vs UAL
+109.3%
-125.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.6% |
| 7D | -10.7% | +8.2% | -18.9% | -13.9% |
| 30D | -25.7% | +2.3% | -28.1% | -26.6% |
| 3M | -21.6% | -12.7% | -8.9% | -17.2% |
| 6M | -27.8% | +12.7% | -40.5% | -32.1% |
| YTD | +61.8% | +0.8% | +60.9% | +57.2% |
| 1Y | +78.1% | +17.8% | +60.3% | +61.6% |
| 3Y | +4.9% | +206.7% | -201.8% | -40.1% |
| All | -15.7% | +109.3% | -125.0% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling