+61.5%
UAL vs SNAP
-77.7%
+139.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.6% | -3.0% |
| 7D | +2.3% | -9.8% | +12.1% | +4.0% |
| 30D | +13.3% | -18.2% | +31.6% | +17.2% |
| 3M | -6.3% | -3.1% | -3.2% | -6.3% |
| 6M | +22.5% | -7.1% | +29.6% | +22.8% |
| YTD | +5.9% | -33.8% | +39.7% | +11.4% |
| 1Y | +24.7% | -39.0% | +63.7% | +33.0% |
| 3Y | +211.6% | -52.8% | +264.4% | +229.5% |
| 5Y | +130.6% | -90.0% | +220.5% | +176.0% |
| All | +61.5% | -77.7% | +139.3% | +52.1% |
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