+107.5%
UAL vs STT
+269.9%
-162.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.3% |
| 30D | -16.1% | +3.9% | -20.0% | -18.7% |
| 3M | +6.1% | +20.0% | -13.8% | -9.0% |
| 6M | +10.8% | +55.3% | -44.5% | -23.0% |
| YTD | -0.4% | +53.3% | -53.7% | -30.1% |
| 1Y | +5.0% | +74.7% | -69.7% | -33.6% |
| 3Y | +124.0% | +205.8% | -81.8% | -8.0% |
| 5Y | +141.0% | +145.0% | -4.0% | +11.2% |
| All | +107.5% | +269.9% | -162.4% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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