+53.8%
UAL vs SNAP
-79.3%
+133.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.5% |
| 7D | +8.2% | -7.1% | +15.3% | +9.5% |
| 30D | +2.3% | -14.6% | +17.0% | +5.0% |
| 3M | -12.7% | -5.0% | -7.7% | -12.3% |
| 6M | +12.7% | -18.8% | +31.5% | +15.7% |
| YTD | +0.8% | -38.5% | +39.4% | +7.6% |
| 1Y | +17.8% | -38.1% | +55.9% | +25.4% |
| 3Y | +206.7% | -53.8% | +260.5% | +226.2% |
| 5Y | +113.9% | -90.7% | +204.6% | +159.5% |
| All | +53.8% | -79.3% | +133.2% | +46.8% |
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