+27.5%
UAL vs SNAP
-22.3%
+49.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.9% | +2.1% | +6.5% |
| 7D | +11.9% | -0.7% | +12.6% | +12.0% |
| 30D | +5.2% | +5.5% | -0.3% | +3.6% |
| 3M | -12.7% | +2.2% | -15.0% | -13.8% |
| 6M | +28.5% | -4.1% | +32.6% | +27.7% |
| YTD | +3.5% | -26.6% | +30.2% | +3.9% |
| 1Y | +27.5% | -20.7% | +48.3% | +26.2% |
| All | +27.5% | -22.3% | +49.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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