+251.3%
UAL vs SIRI
-32.3%
+283.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.1% |
| 7D | +0.7% | +1.6% | -0.9% | +0.3% |
| 30D | -16.1% | -4.7% | -11.4% | -15.2% |
| 3M | +6.1% | +5.3% | +0.9% | +4.7% |
| 6M | +10.8% | +30.5% | -19.7% | +3.6% |
| YTD | -0.4% | +49.6% | -50.0% | -10.2% |
| 1Y | +5.0% | +28.5% | -23.5% | -2.2% |
| 3Y | +124.0% | -27.5% | +151.5% | +128.0% |
| 5Y | +141.0% | -44.7% | +185.6% | +153.2% |
| 10Y | +118.0% | -12.6% | +130.6% | +113.7% |
| All | +251.3% | -32.3% | +283.6% | +210.0% |
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