+25.4%
UAL vs SM
+64.7%
-39.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.8% |
| 7D | +12.5% | -19.5% | +32.0% | +3.0% |
| 30D | +12.2% | -20.2% | +32.4% | +2.9% |
| 3M | -2.6% | -6.5% | +3.9% | -3.2% |
| 6M | +21.1% | +1.6% | +19.5% | +27.7% |
| YTD | +7.8% | +61.2% | -53.4% | +20.5% |
| 1Y | +25.4% | +65.4% | -40.0% | +40.6% |
| All | +25.4% | +64.7% | -39.3% | +40.6% |
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