+251.3%
UAL vs STT
+398.5%
-147.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.4% |
| 30D | -16.1% | +3.9% | -20.0% | -18.0% |
| 3M | +6.1% | +20.0% | -13.8% | -5.3% |
| 6M | +10.8% | +55.3% | -44.5% | -15.5% |
| YTD | -0.4% | +53.3% | -53.7% | -23.4% |
| 1Y | +5.0% | +74.7% | -69.7% | -25.2% |
| 3Y | +124.0% | +205.8% | -81.8% | +15.9% |
| 5Y | +141.0% | +145.0% | -4.0% | +38.1% |
| 10Y | +118.0% | +266.0% | -148.0% | +1.0% |
| All | +251.3% | +398.5% | -147.1% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling