+100.2%
UAL vs STT
+211.9%
-111.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +4.2% |
| 7D | +10.2% | +0.9% | +9.3% | +9.6% |
| 30D | +12.0% | -2.3% | +14.4% | +14.5% |
| 3M | -7.1% | -7.0% | -0.1% | -1.3% |
| 6M | +20.9% | +15.5% | +5.4% | +7.1% |
| YTD | +7.7% | +35.6% | -27.9% | -16.4% |
| 1Y | +23.6% | +47.9% | -24.3% | -10.5% |
| 3Y | +222.6% | +181.1% | +41.5% | +42.2% |
| 5Y | +127.9% | +108.2% | +19.8% | +21.1% |
| 10Y | +100.2% | +201.0% | -100.8% | -26.2% |
| All | +100.2% | +211.9% | -111.7% | -26.2% |
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