+100.2%
UAL vs SM
+4.9%
+95.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.7% | +9.5% | +7.3% |
| 7D | +10.2% | -22.3% | +32.5% | +15.1% |
| 30D | +12.0% | -21.4% | +33.4% | +16.3% |
| 3M | -7.1% | +1.4% | -8.4% | -9.2% |
| 6M | +20.9% | +0.1% | +20.8% | +16.2% |
| YTD | +7.7% | +59.0% | -51.3% | -8.7% |
| 1Y | +23.6% | +64.3% | -40.8% | +3.6% |
| 3Y | +222.6% | -13.1% | +235.7% | +202.9% |
| 5Y | +127.9% | -13.9% | +141.8% | +102.2% |
| 10Y | +100.2% | +1.7% | +98.5% | -8.1% |
| All | +100.2% | +4.9% | +95.3% | -8.1% |
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