+123.3%
UAL vs SAN
+294.7%
-171.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -4.2% |
| 7D | +0.7% | +1.0% | -0.3% | +0.1% |
| 30D | +7.8% | -9.4% | +17.1% | +14.5% |
| 3M | -11.1% | -17.1% | +6.1% | -0.3% |
| 6M | +16.1% | +2.2% | +13.9% | +14.2% |
| YTD | -0.5% | +6.0% | -6.5% | -5.0% |
| 1Y | +11.3% | +12.7% | -1.4% | +2.3% |
| 3Y | +192.8% | +242.1% | -49.3% | +32.4% |
| 5Y | +123.3% | +293.6% | -170.3% | -0.3% |
| All | +123.3% | +294.7% | -171.4% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling