+96.5%
UAL vs SMTC
+382.5%
-286.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.3% | -12.2% | -4.8% |
| 7D | +2.3% | +12.9% | -10.6% | -2.1% |
| 30D | +13.3% | -25.6% | +38.9% | +20.5% |
| 3M | -6.3% | -4.5% | -1.7% | -9.8% |
| 6M | +22.5% | -8.3% | +30.8% | +14.9% |
| YTD | +5.9% | +69.9% | -64.1% | -20.3% |
| 1Y | +24.7% | +73.9% | -49.3% | -7.4% |
| 3Y | +211.6% | +757.7% | -546.1% | +8.4% |
| 5Y | +130.6% | +38.7% | +91.8% | +57.7% |
| 10Y | +96.5% | +376.1% | -279.7% | -4.4% |
| All | +96.5% | +382.5% | -286.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling