+250.9%
UAL vs SIRI
-25.2%
+276.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.6% |
| 7D | +0.7% | -3.7% | +4.4% | +1.6% |
| 30D | +7.8% | +20.4% | -12.7% | +3.2% |
| 3M | -11.1% | +12.5% | -23.6% | -13.6% |
| 6M | +16.1% | +23.4% | -7.4% | +10.2% |
| YTD | -0.5% | +65.2% | -65.7% | -12.5% |
| 1Y | +11.3% | +52.4% | -41.1% | -0.3% |
| 3Y | +192.8% | -22.6% | +215.4% | +195.2% |
| 5Y | +123.3% | -41.7% | +165.0% | +131.6% |
| 10Y | +84.6% | -7.8% | +92.4% | +78.1% |
| All | +250.9% | -25.2% | +276.2% | +202.3% |
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