+129.8%
UAL vs SNAP
-46.7%
+176.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +3.6% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | -16.1% | +2.6% | -18.7% | -16.9% |
| 3M | +6.1% | -9.9% | +16.0% | +7.9% |
| 6M | +10.8% | +1.9% | +9.0% | +7.7% |
| YTD | -0.4% | -32.2% | +31.8% | +7.5% |
| 1Y | +5.0% | -22.8% | +27.9% | +8.6% |
| All | +129.8% | -46.7% | +176.5% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling