+251.3%
UAL vs SBAC
+913.0%
-661.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.1% |
| 7D | +0.7% | -0.8% | +1.5% | +1.1% |
| 30D | -16.1% | +6.9% | -23.0% | -19.1% |
| 3M | +6.1% | -8.2% | +14.4% | +9.6% |
| 6M | +10.8% | -1.6% | +12.5% | +7.8% |
| YTD | -0.4% | -0.1% | -0.3% | -5.0% |
| 1Y | +5.0% | -0.5% | +5.5% | 0.0% |
| 3Y | +124.0% | -9.1% | +133.1% | +111.1% |
| 5Y | +141.0% | -43.8% | +184.8% | +188.9% |
| 10Y | +118.0% | +80.5% | +37.5% | +2.7% |
| All | +251.3% | +913.0% | -661.6% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling