+219.3%
UAL vs SFM
+40.3%
+179.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.9% | +2.7% |
| 7D | +8.2% | -1.2% | +9.4% | +8.3% |
| 30D | +2.3% | -24.8% | +27.1% | +5.9% |
| 3M | -12.7% | -43.7% | +31.0% | -5.9% |
| 6M | +12.7% | -37.3% | +50.0% | +19.1% |
| YTD | +0.8% | -38.4% | +39.2% | +6.2% |
| 1Y | +17.8% | -36.9% | +54.7% | +23.5% |
| 3Y | +206.7% | +20.7% | +186.0% | +199.5% |
| 5Y | +113.9% | +103.5% | +10.4% | +93.3% |
| 10Y | +97.0% | +139.7% | -42.8% | +68.5% |
| All | +219.3% | +40.3% | +179.0% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling