+139.2%
UAL vs SMTC
+91.8%
+47.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.2% | -6.7% | +0.2% |
| 7D | +0.7% | +12.7% | -12.0% | -2.3% |
| 30D | -16.1% | +22.0% | -38.1% | -21.2% |
| 3M | +6.1% | -12.7% | +18.8% | +6.6% |
| 6M | +10.8% | +64.8% | -53.9% | -8.0% |
| YTD | -0.4% | +100.7% | -101.1% | -21.8% |
| 1Y | +5.0% | +146.9% | -141.9% | -23.1% |
| 3Y | +124.0% | +456.8% | -332.8% | +12.7% |
| All | +139.2% | +91.8% | +47.4% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling