+241.4%
UAL vs SFM
+39.6%
+201.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.4% |
| 7D | +12.5% | -6.9% | +19.3% | +13.6% |
| 30D | +12.2% | -25.0% | +37.2% | +16.2% |
| 3M | -2.6% | -42.7% | +40.1% | +4.7% |
| 6M | +21.1% | -41.0% | +62.1% | +29.1% |
| YTD | +7.8% | -38.7% | +46.5% | +13.6% |
| 1Y | +25.4% | -38.1% | +63.5% | +31.9% |
| 3Y | +217.3% | +19.3% | +198.0% | +210.4% |
| 5Y | +132.9% | +103.1% | +29.8% | +110.6% |
| 10Y | +101.1% | +131.1% | -29.9% | +72.8% |
| All | +241.4% | +39.6% | +201.8% | +206.3% |
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