+27.5%
UAL vs SFM
-35.8%
+63.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.6% | +4.3% | +7.8% |
| 7D | +11.9% | -12.3% | +24.2% | +11.8% |
| 30D | +5.2% | -16.2% | +21.4% | +5.4% |
| 3M | -12.7% | -36.8% | +24.1% | -11.9% |
| 6M | +28.5% | -32.6% | +61.1% | +29.5% |
| YTD | +3.5% | -31.7% | +35.2% | +6.1% |
| 1Y | +27.5% | -35.0% | +62.5% | +30.6% |
| All | +27.5% | -35.8% | +63.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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