+270.2%
STM vs UAL
+239.3%
+30.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.6% | -7.8% | -11.4% |
| 7D | -20.1% | +5.0% | -25.1% | -21.0% |
| 30D | -32.0% | -1.2% | -30.7% | -31.8% |
| 3M | -24.2% | -16.8% | -7.4% | -21.1% |
| 6M | -29.9% | +18.0% | -47.9% | -32.7% |
| YTD | +54.9% | -1.2% | +56.1% | +54.1% |
| 1Y | +68.0% | +14.3% | +53.7% | +61.7% |
| 3Y | -0.1% | +194.6% | -194.7% | -22.8% |
| 5Y | -17.9% | +109.6% | -127.5% | -33.2% |
| 10Y | +392.2% | +93.1% | +299.2% | +274.2% |
| All | +270.2% | +239.3% | +30.9% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling