+206.7%
UAL vs SN
+397.9%
-191.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +0.6% |
| 7D | +8.2% | +7.2% | +1.0% | +4.4% |
| 30D | +2.3% | +20.4% | -18.1% | -7.1% |
| 3M | -12.7% | +23.9% | -36.6% | -22.5% |
| 6M | +12.7% | +93.0% | -80.4% | -22.0% |
| YTD | +0.8% | +99.2% | -98.4% | -31.8% |
| 1Y | +17.8% | +142.6% | -124.8% | -28.1% |
| 3Y | +206.7% | +398.8% | -192.1% | +56.7% |
| All | +206.7% | +397.9% | -191.2% | +56.7% |
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