+25.4%
UAL vs SAN
+22.7%
+2.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | +12.5% | +10.8% | +1.7% | +4.8% |
| 30D | +12.2% | -5.7% | +17.9% | +16.4% |
| 3M | -2.6% | -13.4% | +10.9% | +7.2% |
| 6M | +21.1% | +3.5% | +17.5% | +16.2% |
| YTD | +7.8% | +9.7% | -1.9% | -3.0% |
| 1Y | +25.4% | +20.9% | +4.5% | +3.9% |
| All | +25.4% | +22.7% | +2.7% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling