+137.7%
UAL vs SSNC
+18.8%
+119.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | +0.1% |
| 7D | +3.5% | -1.8% | +5.2% | +4.8% |
| 30D | -16.5% | +1.9% | -18.4% | -17.8% |
| 3M | +2.8% | +18.4% | -15.6% | -11.1% |
| 6M | +17.6% | +7.0% | +10.6% | +9.9% |
| YTD | -3.2% | -6.9% | +3.7% | +1.0% |
| 1Y | +0.4% | -8.2% | +8.6% | +5.6% |
| 3Y | +128.2% | +50.5% | +77.6% | +58.4% |
| 5Y | +137.7% | +17.4% | +120.3% | +119.5% |
| All | +137.7% | +18.8% | +119.0% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 5y: compounded portfolio wealth divided by compounded SSNC 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…
5y analysis · Full analysis span regression · 6 months rolling