+251.3%
UAL vs SMTC
+657.2%
-405.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.2% | -6.7% | -1.0% |
| 7D | +0.7% | +12.7% | -12.0% | -3.9% |
| 30D | -16.1% | +22.0% | -38.1% | -23.9% |
| 3M | +6.1% | -12.7% | +18.8% | +6.0% |
| 6M | +10.8% | +64.8% | -53.9% | -17.0% |
| YTD | -0.4% | +100.7% | -101.1% | -31.5% |
| 1Y | +5.0% | +146.9% | -141.9% | -35.2% |
| 3Y | +124.0% | +456.8% | -332.8% | -24.6% |
| 5Y | +141.0% | +89.2% | +51.7% | +27.0% |
| 10Y | +118.0% | +426.9% | -308.9% | -42.6% |
| All | +251.3% | +657.2% | -405.9% | -51.1% |
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