+16.8%
UAL vs SITM
+4,437.5%
-4,420.6%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -1.1% | +3.7% | -4.8% | -2.0% |
| 30D | -13.4% | -14.5% | +1.1% | -10.6% |
| 3M | -2.3% | -10.6% | +8.3% | -2.3% |
| 6M | +13.3% | +65.5% | -52.2% | -4.5% |
| YTD | -4.2% | +67.0% | -71.2% | -20.7% |
| 1Y | +1.4% | +138.6% | -137.2% | -24.5% |
| 3Y | +125.8% | +421.8% | -296.0% | +27.8% |
| 5Y | +130.0% | +172.4% | -42.5% | +34.6% |
| All | +16.8% | +4,437.5% | -4,420.6% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling