+237.9%
UAL vs SNY
+121.8%
+116.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -1.1% | -3.6% | +2.5% | +1.0% |
| 30D | -13.4% | -1.4% | -12.0% | -12.7% |
| 3M | -2.3% | -4.2% | +1.9% | -0.3% |
| 6M | +13.3% | +2.0% | +11.4% | +11.7% |
| YTD | -4.2% | -6.7% | +2.5% | -1.0% |
| 1Y | +1.4% | -4.7% | +6.1% | +2.8% |
| 3Y | +125.8% | -8.1% | +133.9% | +122.7% |
| 5Y | +130.0% | +8.2% | +121.7% | +99.3% |
| 10Y | +104.2% | +64.8% | +39.4% | +28.6% |
| All | +237.9% | +121.8% | +116.1% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling