+3.3%
UAL vs SBAC
+0.2%
+3.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.4% |
| 7D | +0.7% | -0.8% | +1.5% | +0.7% |
| 30D | -16.1% | +6.9% | -23.0% | -15.7% |
| 3M | +6.1% | -8.2% | +14.4% | +6.0% |
| 6M | +10.8% | -1.6% | +12.5% | +11.9% |
| YTD | -0.4% | -0.1% | -0.3% | +2.2% |
| All | +3.3% | +0.2% | +3.1% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling