+92.6%
UAL vs STT
+204.5%
-111.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +8.2% | -2.5% | +10.6% | +10.5% |
| 30D | +2.3% | -5.0% | +7.3% | +6.8% |
| 3M | -12.7% | -10.5% | -2.2% | -4.4% |
| 6M | +12.7% | +10.0% | +2.7% | +3.8% |
| YTD | +0.8% | +30.7% | -29.9% | -19.3% |
| 1Y | +17.8% | +43.8% | -26.0% | -12.7% |
| 3Y | +206.7% | +168.1% | +38.6% | +40.5% |
| 5Y | +113.9% | +101.4% | +12.5% | +16.7% |
| All | +92.6% | +204.5% | -111.9% | -27.1% |
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