+92.6%
UAL vs SAN
+236.7%
-144.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +3.6% |
| 7D | +8.2% | +4.9% | +3.2% | +4.6% |
| 30D | +2.3% | -13.0% | +15.3% | +12.8% |
| 3M | -12.7% | -18.9% | +6.2% | +0.8% |
| 6M | +12.7% | -4.1% | +16.8% | +15.5% |
| YTD | +0.8% | +2.6% | -1.8% | -2.6% |
| 1Y | +17.8% | +16.9% | +0.9% | +3.5% |
| 3Y | +206.7% | +239.1% | -32.4% | +19.2% |
| 5Y | +113.9% | +266.8% | -152.9% | -25.1% |
| All | +92.6% | +236.7% | -144.1% | -37.7% |
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