+96.5%
UAL vs SAN
+275.0%
-178.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | +2.3% | +3.4% | -1.1% | -0.1% |
| 30D | +13.3% | -6.3% | +19.6% | +18.5% |
| 3M | -6.3% | -14.1% | +7.8% | +4.0% |
| 6M | +22.5% | +4.2% | +18.3% | +18.3% |
| YTD | +5.9% | +9.0% | -3.2% | -2.1% |
| 1Y | +24.7% | +18.8% | +5.9% | +8.4% |
| 3Y | +211.6% | +252.0% | -40.4% | +17.7% |
| 5Y | +130.6% | +299.5% | -168.9% | -24.4% |
| 10Y | +96.5% | +276.7% | -180.2% | -40.5% |
| All | +96.5% | +275.0% | -178.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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