+255.6%
UAL vs SAN
+168.3%
+87.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +3.4% |
| 7D | +8.2% | +4.9% | +3.2% | +5.1% |
| 30D | +2.3% | -13.0% | +15.3% | +11.4% |
| 3M | -12.7% | -18.9% | +6.2% | -1.0% |
| 6M | +12.7% | -4.1% | +16.8% | +15.3% |
| YTD | +0.8% | +2.6% | -1.8% | -1.7% |
| 1Y | +17.8% | +16.9% | +0.9% | +5.8% |
| 3Y | +206.7% | +239.1% | -32.4% | +38.7% |
| 5Y | +113.9% | +266.8% | -152.9% | -10.6% |
| 10Y | +97.0% | +246.0% | -149.0% | -17.6% |
| All | +255.6% | +168.3% | +87.3% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling