+100.2%
UAL vs SAN
+267.2%
-167.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.1% | +0.6% | +2.4% |
| 7D | +10.2% | +8.7% | +1.5% | +3.9% |
| 30D | +12.0% | -6.5% | +18.5% | +17.3% |
| 3M | -7.1% | -14.2% | +7.1% | +3.1% |
| 6M | +20.9% | +2.7% | +18.2% | +18.0% |
| YTD | +7.7% | +8.9% | -1.2% | -0.2% |
| 1Y | +23.6% | +23.4% | +0.2% | +4.5% |
| 3Y | +222.6% | +257.9% | -35.4% | +20.7% |
| 5Y | +127.9% | +297.8% | -169.8% | -24.8% |
| 10Y | +100.2% | +259.6% | -159.4% | -38.0% |
| All | +100.2% | +267.2% | -167.0% | -38.0% |
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