+27.5%
UAL vs SITM
+47.5%
-20.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -9.4% | +17.3% | +9.2% |
| 7D | +11.9% | -19.5% | +31.5% | +15.0% |
| 30D | +5.2% | -43.2% | +48.4% | +13.6% |
| 3M | -12.7% | -30.8% | +18.1% | -8.9% |
| 6M | +28.5% | -28.6% | +57.1% | +29.7% |
| YTD | +3.5% | +14.2% | -10.7% | -5.8% |
| 1Y | +27.5% | +44.4% | -16.8% | +12.4% |
| All | +27.5% | +47.5% | -20.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling