+101.1%
UAL vs SM
+4.2%
+96.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +12.5% | -19.5% | +32.0% | +16.7% |
| 30D | +12.2% | -20.2% | +32.4% | +16.2% |
| 3M | -2.6% | -6.5% | +3.9% | -3.0% |
| 6M | +21.1% | +1.6% | +19.5% | +16.1% |
| YTD | +7.8% | +61.2% | -53.4% | -8.8% |
| 1Y | +25.4% | +65.4% | -40.0% | +5.1% |
| 3Y | +217.3% | -13.0% | +230.4% | +198.0% |
| 5Y | +132.9% | -4.3% | +137.1% | +102.1% |
| 10Y | +101.1% | +3.0% | +98.1% | -8.0% |
| All | +101.1% | +4.2% | +96.9% | -8.0% |
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