+255.6%
UAL vs SM
-16.9%
+272.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.9% |
| 7D | +8.2% | -25.9% | +34.1% | +13.6% |
| 30D | +2.3% | -15.1% | +17.5% | +4.5% |
| 3M | -12.7% | +4.9% | -17.6% | -14.9% |
| 6M | +12.7% | +6.1% | +6.6% | +7.7% |
| YTD | +0.8% | +63.4% | -62.6% | -13.3% |
| 1Y | +17.8% | +72.5% | -54.7% | -0.2% |
| 3Y | +206.7% | -16.9% | +223.6% | +193.0% |
| 5Y | +113.9% | -10.6% | +124.5% | +91.6% |
| 10Y | +97.0% | +11.3% | +85.7% | +12.0% |
| All | +255.6% | -16.9% | +272.6% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling