+202.1%
UAL vs STT
+170.1%
+32.0%
-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% | -10.0% | -2.7% | -3.2% |
| 6M | +12.7% | +10.6% | +2.1% | +0.3% |
| YTD | +0.8% | +31.4% | -30.6% | -25.5% |
| 1Y | +17.8% | +44.5% | -26.7% | -21.4% |
| All | +202.1% | +170.1% | +32.0% | +19.4% |
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