+101.3%
UAL vs SN
+671.3%
-570.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -3.0% |
| 7D | -3.0% | +1.5% | -4.6% | -3.6% |
| 30D | +10.5% | +21.5% | -11.0% | +1.6% |
| 3M | -13.5% | +20.0% | -33.5% | -20.4% |
| 6M | +14.2% | +119.9% | -105.7% | -19.9% |
| YTD | -2.2% | +102.3% | -104.6% | -29.2% |
| 1Y | +12.5% | +148.0% | -135.5% | -25.0% |
| 3Y | +186.8% | +450.0% | -263.2% | +70.7% |
| All | +101.3% | +671.3% | -570.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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