+139.2%
UAL vs SAN
+381.6%
-242.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | +0.7% | +1.8% | -1.1% | -0.4% |
| 30D | -16.1% | +2.0% | -18.1% | -17.1% |
| 3M | +6.1% | +19.7% | -13.6% | -5.2% |
| 6M | +10.8% | +30.6% | -19.8% | -5.7% |
| YTD | -0.4% | +28.8% | -29.2% | -15.4% |
| 1Y | +5.0% | +57.8% | -52.7% | -21.4% |
| 3Y | +124.0% | +338.1% | -214.1% | -11.9% |
| All | +139.2% | +381.6% | -242.4% | -14.8% |
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