+21.5%
UAL vs SITM
+4,608.4%
-4,586.9%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.5% | -4.0% | +1.0% |
| 7D | +0.7% | +9.7% | -9.0% | -1.4% |
| 30D | -16.1% | +12.7% | -28.8% | -19.6% |
| 3M | +6.1% | -13.4% | +19.6% | +6.7% |
| 6M | +10.8% | +59.6% | -48.8% | -5.9% |
| YTD | -0.4% | +73.3% | -73.7% | -18.3% |
| 1Y | +5.0% | +165.5% | -160.5% | -23.9% |
| 3Y | +124.0% | +368.7% | -244.7% | +29.9% |
| 5Y | +141.0% | +172.5% | -31.5% | +41.0% |
| All | +21.5% | +4,608.4% | -4,586.9% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling