+139.2%
UAL vs SBAC
-43.7%
+182.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | -16.1% | +6.9% | -23.0% | -16.9% |
| 3M | +6.1% | -8.2% | +14.4% | +7.4% |
| 6M | +10.8% | -1.6% | +12.5% | +10.8% |
| YTD | -0.4% | -0.1% | -0.3% | -1.0% |
| 1Y | +5.0% | -0.5% | +5.5% | +4.3% |
| 3Y | +124.0% | -9.1% | +133.1% | +121.5% |
| All | +139.2% | -43.7% | +182.8% | +169.6% |
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 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