+73.7%
UAL vs SAN
+270.1%
-196.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.2% |
| 7D | -3.0% | +4.0% | -7.0% | -5.6% |
| 30D | +10.5% | -7.8% | +18.3% | +16.9% |
| 3M | -13.5% | -16.4% | +2.9% | -2.1% |
| 6M | +14.2% | +3.5% | +10.7% | +10.9% |
| YTD | -2.2% | +6.7% | -8.9% | -8.1% |
| 1Y | +12.5% | +14.5% | -2.0% | +0.5% |
| 3Y | +186.8% | +243.5% | -56.7% | +10.4% |
| 5Y | +119.4% | +296.2% | -176.8% | -27.7% |
| All | +73.7% | +270.1% | -196.4% | -46.5% |
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