+96.5%
UAL vs SFM
+140.8%
-44.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.3% |
| 7D | +2.3% | -7.1% | +9.3% | +3.4% |
| 30D | +13.3% | -21.4% | +34.7% | +16.8% |
| 3M | -6.3% | -40.1% | +33.8% | +0.5% |
| 6M | +22.5% | -38.0% | +60.5% | +30.1% |
| YTD | +5.9% | -36.5% | +42.4% | +11.3% |
| 1Y | +24.7% | -35.2% | +59.9% | +30.5% |
| 3Y | +211.6% | +23.5% | +188.1% | +204.3% |
| 5Y | +130.6% | +109.7% | +20.9% | +107.6% |
| 10Y | +96.5% | +132.6% | -36.1% | +76.8% |
| All | +96.5% | +140.8% | -44.3% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling