+11.3%
UAL vs SM
+78.0%
-66.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.2% | -11.2% | -3.7% |
| 7D | +0.7% | +10.6% | -9.9% | +5.6% |
| 30D | +7.8% | -15.0% | +22.7% | +2.0% |
| 3M | -11.1% | +1.7% | -12.8% | -8.1% |
| 6M | +16.1% | +5.9% | +10.2% | +25.5% |
| YTD | -0.5% | +79.0% | -79.5% | +12.9% |
| 1Y | +11.3% | +84.7% | -73.4% | +24.5% |
| All | +11.3% | +78.0% | -66.7% | +24.5% |
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 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