+248.5%
UAL vs SM
-17.7%
+266.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | +0.1% | -3.7% |
| 7D | +5.0% | -25.1% | +30.2% | +10.0% |
| 30D | -1.2% | -15.6% | +14.4% | +1.0% |
| 3M | -16.8% | +2.7% | -19.5% | -18.6% |
| 6M | +18.0% | -3.8% | +21.8% | +14.6% |
| YTD | -1.2% | +61.8% | -63.0% | -14.9% |
| 1Y | +14.3% | +71.4% | -57.0% | -3.0% |
| 3Y | +194.6% | -20.7% | +215.3% | +183.9% |
| 5Y | +109.6% | -11.5% | +121.1% | +88.1% |
| 10Y | +93.1% | +10.2% | +82.9% | +10.0% |
| All | +248.5% | -17.7% | +266.3% | -5.7% |
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