+96.5%
UAL vs SM
+10.6%
+85.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.6% | -7.4% | -2.9% |
| 7D | +2.3% | +0.3% | +1.9% | +2.1% |
| 30D | +13.3% | -17.3% | +30.7% | +16.5% |
| 3M | -6.3% | -3.6% | -2.7% | -7.3% |
| 6M | +22.5% | +2.9% | +19.6% | +17.3% |
| YTD | +5.9% | +70.2% | -64.3% | -11.4% |
| 1Y | +24.7% | +66.5% | -41.8% | +4.5% |
| 3Y | +211.6% | -8.2% | +219.8% | +189.3% |
| 5Y | +130.6% | -1.5% | +132.0% | +99.0% |
| 10Y | +96.5% | +11.9% | +84.6% | -11.1% |
| All | +96.5% | +10.6% | +85.9% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling