+73.7%
UAL vs SM
+18.0%
+55.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.0% | +9.4% | -12.4% | -4.9% |
| 30D | +10.5% | -14.4% | +24.8% | +12.7% |
| 3M | -13.5% | +1.6% | -15.0% | -15.3% |
| 6M | +14.2% | +6.3% | +7.9% | +8.6% |
| YTD | -2.2% | +78.8% | -81.0% | -19.1% |
| 1Y | +12.5% | +83.1% | -70.6% | -7.6% |
| 3Y | +186.8% | -5.9% | +192.7% | +165.0% |
| 5Y | +119.4% | +4.8% | +114.5% | +86.8% |
| All | +73.7% | +18.0% | +55.7% | -22.5% |
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