+273.4%
UAL vs SIRI
-24.0%
+297.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +2.3% | -2.6% | +4.9% | +2.9% |
| 30D | +13.3% | +22.2% | -8.9% | +8.1% |
| 3M | -6.3% | +14.1% | -20.4% | -9.3% |
| 6M | +22.5% | +22.5% | 0.0% | +16.5% |
| YTD | +5.9% | +67.9% | -62.0% | -7.3% |
| 1Y | +24.7% | +54.6% | -29.9% | +11.3% |
| 3Y | +211.6% | -21.3% | +232.9% | +212.8% |
| 5Y | +130.6% | -40.4% | +170.9% | +137.9% |
| 10Y | +96.5% | -6.2% | +102.7% | +88.7% |
| All | +273.4% | -24.0% | +297.4% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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