+101.1%
UAL vs STLA
+12.4%
+88.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.8% | +2.2% |
| 7D | +12.5% | -4.9% | +17.4% | +15.7% |
| 30D | +12.2% | -4.9% | +17.1% | +14.5% |
| 3M | -2.6% | -23.7% | +21.1% | +11.0% |
| 6M | +21.1% | -45.0% | +66.0% | +65.0% |
| YTD | +7.8% | -60.9% | +68.7% | +71.3% |
| 1Y | +25.4% | -58.9% | +84.3% | +91.6% |
| 3Y | +217.3% | -74.4% | +291.8% | +503.8% |
| 5Y | +132.9% | -71.5% | +204.4% | +300.3% |
| 10Y | +101.1% | +5.3% | +95.9% | +103.4% |
| All | +101.1% | +12.4% | +88.8% | +103.4% |
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