+130.6%
UAL vs STLA
-72.6%
+203.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.1% |
| 7D | +2.3% | -11.6% | +13.9% | +8.6% |
| 30D | +13.3% | -6.2% | +19.5% | +16.2% |
| 3M | -6.3% | -24.6% | +18.3% | +6.0% |
| 6M | +22.5% | -44.9% | +67.4% | +61.8% |
| YTD | +5.9% | -62.3% | +68.1% | +64.1% |
| 1Y | +24.7% | -61.8% | +86.5% | +90.6% |
| 3Y | +211.6% | -75.3% | +286.9% | +465.4% |
| 5Y | +130.6% | -72.5% | +203.1% | +265.2% |
| All | +130.6% | -72.6% | +203.1% | +265.2% |
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