+132.9%
UAL vs STT
+109.6%
+23.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | +12.5% | +1.1% | +11.3% | +11.7% |
| 30D | +12.2% | -1.9% | +14.1% | +14.2% |
| 3M | -2.6% | -7.6% | +5.0% | +3.8% |
| 6M | +21.1% | +16.0% | +5.1% | +7.3% |
| YTD | +7.8% | +36.2% | -28.4% | -15.8% |
| 1Y | +25.4% | +46.8% | -21.4% | -7.6% |
| 3Y | +217.3% | +177.8% | +39.6% | +50.5% |
| 5Y | +132.9% | +105.8% | +27.0% | +33.0% |
| All | +132.9% | +109.6% | +23.3% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling