+5.0%
UAL vs SM
+36.8%
-31.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +1.4% |
| 7D | +0.7% | -0.5% | +1.2% | +0.6% |
| 30D | -16.1% | +25.6% | -41.7% | -8.5% |
| 3M | +6.1% | +8.0% | -1.9% | +12.3% |
| 6M | +10.8% | +50.8% | -39.9% | +25.1% |
| YTD | -0.4% | +97.9% | -98.3% | +14.3% |
| 1Y | +5.0% | +33.8% | -28.8% | +19.1% |
| All | +5.0% | +36.8% | -31.7% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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