+251.3%
UAL vs SM
+1.2%
+250.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.0% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -16.1% | +26.3% | -42.4% | -20.0% |
| 3M | +6.1% | +8.7% | -2.5% | +2.8% |
| 6M | +10.8% | +51.7% | -40.8% | -1.2% |
| YTD | -0.4% | +99.0% | -99.4% | -16.4% |
| 1Y | +5.0% | +34.6% | -29.6% | -5.5% |
| 3Y | +124.0% | -7.8% | +131.8% | +112.0% |
| 5Y | +141.0% | +104.8% | +36.2% | +85.7% |
| 10Y | +118.0% | +7.2% | +110.8% | +25.0% |
| All | +251.3% | +1.2% | +250.2% | -7.3% |
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