+17.8%
UAL vs SN
+137.4%
-119.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +0.5% |
| 7D | +8.2% | +7.2% | +1.0% | +4.1% |
| 30D | +2.3% | +20.4% | -18.1% | -7.8% |
| 3M | -12.7% | +23.9% | -36.6% | -23.1% |
| 6M | +12.7% | +93.0% | -80.4% | -26.6% |
| YTD | +0.8% | +99.2% | -98.4% | -36.4% |
| 1Y | +17.8% | +142.6% | -124.8% | -34.3% |
| All | +17.8% | +137.4% | -119.6% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling