+107.6%
UAL vs SN
+659.6%
-552.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +0.9% |
| 7D | +8.2% | +7.2% | +1.0% | +5.1% |
| 30D | +2.3% | +20.4% | -18.1% | -5.6% |
| 3M | -12.7% | +23.9% | -36.6% | -20.9% |
| 6M | +12.7% | +93.0% | -80.4% | -16.5% |
| YTD | +0.8% | +99.2% | -98.4% | -26.5% |
| 1Y | +17.8% | +142.6% | -124.8% | -20.8% |
| 3Y | +206.7% | +398.8% | -192.1% | +84.4% |
| All | +107.6% | +659.6% | -552.0% | +23.8% |
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