+454.7%
UAL vs STLA
+168.9%
+285.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.5% |
| 7D | +2.3% | -11.6% | +13.9% | +7.2% |
| 30D | +13.3% | -6.2% | +19.5% | +15.6% |
| 3M | -6.3% | -24.6% | +18.3% | +3.2% |
| 6M | +22.5% | -44.9% | +67.4% | +51.7% |
| YTD | +5.9% | -62.3% | +68.1% | +47.7% |
| 1Y | +24.7% | -61.8% | +86.5% | +72.5% |
| 3Y | +211.6% | -75.3% | +286.9% | +393.6% |
| 5Y | +130.6% | -72.5% | +203.1% | +247.4% |
| 10Y | +96.5% | +0.8% | +95.7% | +108.4% |
| All | +454.7% | +168.9% | +285.8% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling