+100.2%
UAL vs SBAC
+97.3%
+2.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.7% |
| 7D | +10.2% | +3.0% | +7.2% | +9.7% |
| 30D | +12.0% | +4.3% | +7.7% | +11.1% |
| 3M | -7.1% | +4.1% | -11.2% | -7.9% |
| 6M | +20.9% | -11.6% | +32.5% | +23.1% |
| YTD | +7.7% | +0.4% | +7.3% | +6.2% |
| 1Y | +23.6% | -1.1% | +24.7% | +22.2% |
| 3Y | +222.6% | -7.3% | +229.8% | +216.8% |
| 5Y | +127.9% | -40.8% | +168.7% | +148.6% |
| 10Y | +100.2% | +103.0% | -2.8% | +81.4% |
| All | +100.2% | +97.3% | +2.9% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling