+251.3%
UAL vs SAN
+237.1%
+14.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.5% |
| 3Y | +124.0% | +338.1% | -214.1% | -13.2% |
| 5Y | +141.0% | +384.2% | -243.2% | -15.2% |
| 10Y | +118.0% | +353.1% | -235.1% | -22.7% |
| All | +251.3% | +237.1% | +14.3% | +9.4% |
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