+99.1%
UAL vs STLA
+48.0%
+51.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -1.1% |
| 7D | +3.5% | +0.7% | +2.7% | +2.9% |
| 30D | -16.5% | -2.4% | -14.1% | -15.9% |
| 3M | +2.8% | -23.9% | +26.6% | +17.9% |
| 6M | +17.6% | -24.6% | +42.2% | +35.5% |
| YTD | -3.2% | -50.5% | +47.3% | +36.0% |
| 1Y | +0.4% | -39.8% | +40.3% | +22.2% |
| 3Y | +128.2% | -65.6% | +193.8% | +267.9% |
| 5Y | +137.7% | -62.1% | +199.8% | +248.4% |
| 10Y | +99.1% | +47.8% | +51.3% | +68.7% |
| All | +99.1% | +48.0% | +51.1% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling