+3,787.0%
STX vs UAL
+239.3%
+3,547.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.6% | -11.7% | -15.4% |
| 7D | -33.4% | +5.0% | -38.4% | -34.1% |
| 30D | -42.1% | -1.2% | -40.9% | -42.0% |
| 3M | -44.3% | -16.8% | -27.5% | -42.6% |
| 6M | -39.4% | +18.0% | -57.4% | -41.6% |
| YTD | +70.0% | -1.2% | +71.1% | +68.6% |
| 1Y | +70.2% | +14.3% | +55.9% | +64.4% |
| 3Y | +585.2% | +194.6% | +390.6% | +448.6% |
| 5Y | +455.7% | +109.6% | +346.0% | +360.4% |
| 10Y | +2,007.9% | +93.1% | +1,914.8% | +1,531.3% |
| All | +3,787.0% | +239.3% | +3,547.7% | +2,307.2% |
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