+99.1%
UAL vs SMTC
+493.3%
-394.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.0% | -12.8% | -5.8% |
| 7D | +3.4% | +22.9% | -19.5% | -3.1% |
| 30D | -16.5% | +16.6% | -33.1% | -21.4% |
| 3M | +2.8% | +2.4% | +0.4% | -1.8% |
| 6M | +17.6% | +98.3% | -80.7% | -11.8% |
| YTD | -3.2% | +120.7% | -123.9% | -30.1% |
| 1Y | +0.4% | +168.3% | -167.8% | -33.1% |
| 3Y | +128.2% | +571.7% | -443.6% | -9.3% |
| 5Y | +137.7% | +114.0% | +23.7% | +44.2% |
| 10Y | +99.1% | +497.0% | -397.9% | -16.0% |
| All | +99.1% | +493.3% | -394.2% | -16.0% |
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