+1,972.8%
STX vs UAL
+80.6%
+1,892.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.3% | -2.7% |
| 7D | +14.6% | -3.0% | +17.6% | +15.5% |
| 30D | -26.0% | +10.5% | -36.4% | -27.9% |
| 3M | -42.6% | -13.5% | -29.1% | -40.7% |
| 6M | -35.3% | +14.2% | -49.5% | -38.1% |
| YTD | +92.5% | -2.2% | +94.7% | +90.3% |
| 1Y | +102.4% | +12.5% | +89.9% | +93.3% |
| 3Y | +673.8% | +186.8% | +487.0% | +469.8% |
| 5Y | +463.1% | +119.4% | +343.7% | +326.2% |
| All | +1,972.8% | +80.6% | +1,892.3% | +1,542.1% |
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