+200.6%
UAL vs SN
+384.9%
-184.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.0% |
| 7D | +5.0% | +3.8% | +1.2% | +3.1% |
| 30D | -1.2% | +17.5% | -18.8% | -9.2% |
| 3M | -16.8% | +19.2% | -36.0% | -24.6% |
| 6M | +18.0% | +84.9% | -67.0% | -16.5% |
| YTD | -1.2% | +94.0% | -95.2% | -32.2% |
| 1Y | +14.3% | +151.3% | -137.0% | -31.5% |
| All | +200.6% | +384.9% | -184.4% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling