+255.6%
UAL vs SBAC
+912.8%
-657.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +3.0% |
| 7D | +8.2% | +1.2% | +6.9% | +7.5% |
| 30D | +2.3% | +11.2% | -8.8% | -3.8% |
| 3M | -12.7% | +4.5% | -17.1% | -15.3% |
| 6M | +12.7% | -12.2% | +24.9% | +17.8% |
| YTD | +0.8% | -0.1% | +0.9% | -4.5% |
| 1Y | +17.8% | -0.3% | +18.0% | +11.4% |
| 3Y | +206.7% | -8.7% | +215.4% | +187.3% |
| 5Y | +113.9% | -40.2% | +154.0% | +145.9% |
| 10Y | +97.0% | +97.3% | -0.3% | -13.3% |
| All | +255.6% | +912.8% | -657.2% | -52.4% |
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