+100.2%
UAL vs SMTC
+365.8%
-265.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +12.8% | -6.1% | +3.1% |
| 7D | +10.2% | -4.8% | +15.0% | +10.3% |
| 30D | +12.0% | -37.8% | +49.9% | +25.7% |
| 3M | -7.1% | -16.5% | +9.4% | -6.7% |
| 6M | +20.9% | -4.4% | +25.3% | +11.4% |
| YTD | +7.7% | +58.0% | -50.4% | -17.0% |
| 1Y | +23.6% | +62.0% | -38.5% | -6.2% |
| 3Y | +222.6% | +745.7% | -523.1% | +12.2% |
| 5Y | +127.9% | +29.0% | +98.9% | +59.6% |
| 10Y | +100.2% | +351.4% | -251.2% | +0.2% |
| All | +100.2% | +365.8% | -265.6% | +0.2% |
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