+92.6%
UAL vs SBAC
+93.8%
-1.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.4% |
| 7D | +8.2% | +1.2% | +6.9% | +7.9% |
| 30D | +2.3% | +11.2% | -8.8% | +0.2% |
| 3M | -12.7% | +4.5% | -17.1% | -13.5% |
| 6M | +12.7% | -12.2% | +24.9% | +14.9% |
| YTD | +0.8% | -0.1% | +0.9% | -0.4% |
| 1Y | +17.8% | -0.3% | +18.0% | +16.2% |
| 3Y | +206.7% | -8.7% | +215.4% | +202.4% |
| 5Y | +113.9% | -40.2% | +154.0% | +132.4% |
| All | +92.6% | +93.8% | -1.1% | +77.3% |
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