+64.5%
UAL vs SNAP
-79.2%
+143.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +12.5% | -10.6% | +23.0% | +14.6% |
| 30D | +12.2% | -19.7% | +31.9% | +16.4% |
| 3M | -2.6% | -6.5% | +4.0% | -1.9% |
| 6M | +21.1% | -17.8% | +38.8% | +24.0% |
| YTD | +7.8% | -38.0% | +45.9% | +14.9% |
| 1Y | +25.4% | -42.5% | +67.9% | +35.3% |
| 3Y | +217.3% | -55.8% | +273.2% | +239.8% |
| 5Y | +132.9% | -90.5% | +223.4% | +182.0% |
| All | +64.5% | -79.2% | +143.7% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling