+112.3%
UAL vs STLA
-70.1%
+182.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +8.2% | -4.5% | +12.7% | +10.7% |
| 30D | +2.3% | -3.9% | +6.2% | +3.8% |
| 3M | -12.7% | -20.2% | +7.5% | -3.9% |
| 6M | +12.7% | -42.2% | +54.9% | +45.4% |
| YTD | +0.8% | -59.3% | +60.1% | +50.7% |
| 1Y | +17.8% | -56.1% | +73.8% | +66.9% |
| 3Y | +206.7% | -73.7% | +280.3% | +439.9% |
| All | +112.3% | -70.1% | +182.3% | +220.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling