+116.5%
UAL vs SBAC
-39.6%
+156.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | -3.0% | +0.6% | -3.7% | -3.1% |
| 30D | +10.5% | +5.5% | +5.0% | +9.5% |
| 3M | -13.5% | +3.1% | -16.6% | -14.0% |
| 6M | +14.2% | -7.0% | +21.2% | +15.1% |
| YTD | -2.2% | +0.5% | -2.7% | -3.1% |
| 1Y | +12.5% | +0.2% | +12.3% | +11.5% |
| 3Y | +186.8% | -7.4% | +194.2% | +182.1% |
| All | +116.5% | -39.6% | +156.2% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling