+469.7%
UAL vs SSNC
+1,082.2%
-612.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.2% |
| 7D | +0.7% | +0.6% | +0.1% | +0.3% |
| 30D | -16.1% | +6.0% | -22.1% | -19.2% |
| 3M | +6.1% | +21.0% | -14.8% | -6.6% |
| 6M | +10.8% | +12.1% | -1.2% | +1.8% |
| YTD | -0.4% | -3.2% | +2.8% | -0.5% |
| 1Y | +5.0% | -4.4% | +9.4% | +5.5% |
| 3Y | +124.0% | +51.6% | +72.4% | +72.0% |
| 5Y | +141.0% | +21.1% | +119.9% | +111.7% |
| 10Y | +118.0% | +177.7% | -59.7% | +27.1% |
| All | +469.7% | +1,082.2% | -612.5% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling