+100.2%
UAL vs STLA
+21.0%
+79.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +10.2% | -6.4% | +16.6% | +14.3% |
| 30D | +12.0% | -1.3% | +13.4% | +12.1% |
| 3M | -7.1% | -19.9% | +12.8% | +3.0% |
| 6M | +20.9% | -42.9% | +63.8% | +61.3% |
| YTD | +7.7% | -59.4% | +67.1% | +67.2% |
| 1Y | +23.6% | -56.8% | +80.4% | +83.3% |
| 3Y | +222.6% | -73.1% | +295.6% | +493.5% |
| 5Y | +127.9% | -70.1% | +198.0% | +280.0% |
| 10Y | +100.2% | +19.8% | +80.4% | +103.7% |
| All | +100.2% | +21.0% | +79.2% | +103.7% |
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