+105.1%
UAL vs SN
+490.7%
-385.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | +0.7% | -9.3% | +10.0% | +5.0% |
| 30D | -16.1% | -4.8% | -11.3% | -14.5% |
| 3M | +6.1% | +40.4% | -34.3% | -9.4% |
| 6M | +10.8% | +50.9% | -40.1% | -8.5% |
| YTD | -0.4% | +54.9% | -55.3% | -18.8% |
| 1Y | +5.0% | +43.0% | -38.0% | -12.1% |
| 3Y | +124.0% | +391.8% | -267.8% | +49.6% |
| All | +105.1% | +490.7% | -385.6% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling