+73.7%
UAL vs STT
+198.3%
-124.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -3.0% | +4.8% | -7.8% | -6.6% |
| 30D | +10.5% | +3.9% | +6.5% | +7.3% |
| 3M | -13.5% | -8.2% | -5.3% | -7.1% |
| 6M | +14.2% | +15.6% | -1.4% | +1.1% |
| YTD | -2.2% | +37.6% | -39.9% | -25.0% |
| 1Y | +12.5% | +50.1% | -37.6% | -19.5% |
| 3Y | +186.8% | +183.1% | +3.8% | +25.7% |
| 5Y | +119.4% | +104.8% | +14.5% | +18.3% |
| All | +73.7% | +198.3% | -124.6% | -35.3% |
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