+123.3%
UAL vs SNY
-9.7%
+133.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -3.6% | +1.6% | -0.9% |
| 30D | -15.7% | -1.9% | -13.8% | -15.2% |
| 3M | +3.6% | -2.0% | +5.6% | +4.0% |
| 6M | +16.9% | +2.5% | +14.3% | +16.2% |
| YTD | -4.8% | -7.0% | +2.2% | -3.0% |
| 1Y | -0.9% | -4.4% | +3.4% | 0.0% |
| All | +123.3% | -9.7% | +133.0% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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