+5.0%
UAL vs SITM
+174.8%
-169.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.5% | -4.0% | +1.6% |
| 7D | +0.7% | +9.7% | -9.0% | -0.6% |
| 30D | -16.1% | +12.7% | -28.8% | -18.1% |
| 3M | +6.1% | -13.4% | +19.6% | +7.0% |
| 6M | +10.8% | +59.6% | -48.8% | -3.6% |
| YTD | -0.4% | +73.3% | -73.7% | -14.8% |
| 1Y | +5.0% | +165.5% | -160.5% | -15.9% |
| All | +5.0% | +174.8% | -169.7% | -15.9% |
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