+206.7%
UAL vs STT
+165.4%
+41.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.8% |
| 7D | +8.2% | -2.5% | +10.6% | +11.0% |
| 30D | +2.3% | -5.0% | +7.3% | +7.7% |
| 3M | -12.7% | -10.5% | -2.2% | -2.7% |
| 6M | +12.7% | +10.0% | +2.7% | +0.8% |
| YTD | +0.8% | +30.7% | -29.9% | -25.0% |
| 1Y | +17.8% | +43.8% | -26.0% | -20.9% |
| 3Y | +206.7% | +168.1% | +38.6% | +18.3% |
| All | +206.7% | +165.4% | +41.3% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling