+116.5%
UAL vs SAN
+294.0%
-177.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.2% |
| 7D | -3.0% | +4.0% | -7.0% | -5.3% |
| 30D | +10.5% | -7.8% | +18.3% | +16.1% |
| 3M | -13.5% | -16.4% | +2.9% | -3.6% |
| 6M | +14.2% | +3.5% | +10.7% | +11.4% |
| YTD | -2.2% | +6.7% | -8.9% | -7.0% |
| 1Y | +12.5% | +14.5% | -2.0% | +2.4% |
| 3Y | +186.8% | +243.5% | -56.7% | +29.3% |
| All | +116.5% | +294.0% | -177.5% | -6.5% |
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