+206.7%
UAL vs SNAP
-53.8%
+260.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.7% |
| 7D | +8.2% | -7.1% | +15.3% | +10.2% |
| 30D | +2.3% | -14.6% | +17.0% | +6.3% |
| 3M | -12.7% | -5.0% | -7.7% | -12.2% |
| 6M | +12.7% | -18.8% | +31.5% | +17.1% |
| YTD | +0.8% | -38.5% | +39.4% | +11.1% |
| 1Y | +17.8% | -38.1% | +55.9% | +29.3% |
| 3Y | +206.7% | -53.8% | +260.5% | +204.0% |
| All | +206.7% | -53.8% | +260.5% | +204.0% |
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