+255.6%
UAL vs SMTC
+428.5%
-172.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.7% | -10.7% | -2.7% |
| 7D | +8.2% | -19.0% | +27.1% | +14.8% |
| 30D | +2.3% | -46.7% | +49.1% | +25.4% |
| 3M | -12.7% | -23.4% | +10.7% | -9.7% |
| 6M | +12.7% | -13.4% | +26.1% | +4.8% |
| YTD | +0.8% | +40.1% | -39.2% | -24.5% |
| 1Y | +17.8% | +47.7% | -29.9% | -14.4% |
| 3Y | +206.7% | +606.9% | -400.2% | -12.9% |
| 5Y | +113.9% | +14.4% | +99.5% | +32.6% |
| 10Y | +97.0% | +322.5% | -225.5% | -47.5% |
| All | +255.6% | +428.5% | -172.8% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling