+27.5%
UAL vs SM
+70.4%
-42.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -15.3% | +23.3% | +1.0% |
| 7D | +11.9% | -21.5% | +33.4% | +1.4% |
| 30D | +5.2% | -11.4% | +16.6% | +1.0% |
| 3M | -12.7% | +0.6% | -13.3% | -10.1% |
| 6M | +28.5% | +0.2% | +28.3% | +36.2% |
| YTD | +3.5% | +69.7% | -66.1% | +21.3% |
| 1Y | +27.5% | +71.6% | -44.0% | +51.4% |
| All | +27.5% | +70.4% | -42.8% | +51.4% |
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