+200.6%
UAL vs SNAP
-52.6%
+253.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.0% | +9.5% | -0.7% |
| 7D | +5.0% | -10.4% | +15.4% | +8.0% |
| 30D | -1.2% | -11.9% | +10.7% | +1.8% |
| 3M | -16.8% | -4.5% | -12.3% | -16.4% |
| 6M | +18.0% | -16.7% | +34.7% | +21.7% |
| YTD | -1.2% | -36.9% | +35.7% | +8.1% |
| 1Y | +14.3% | -30.3% | +44.6% | +21.3% |
| All | +200.6% | -52.6% | +253.2% | +195.9% |
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