+96.5%
UAL vs STZ
+12.8%
+83.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.3% |
| 7D | +2.3% | -0.9% | +3.2% | +2.8% |
| 30D | +13.3% | +14.9% | -1.6% | +4.5% |
| 3M | -6.3% | +8.4% | -14.7% | -11.3% |
| 6M | +22.5% | +2.8% | +19.7% | +18.9% |
| YTD | +5.9% | +7.5% | -1.7% | -1.9% |
| 1Y | +24.7% | +12.5% | +12.1% | +11.9% |
| 3Y | +211.6% | -35.4% | +247.0% | +278.2% |
| 5Y | +130.6% | -29.3% | +159.9% | +157.8% |
| 10Y | +96.5% | +11.8% | +84.7% | +72.5% |
| All | +96.5% | +12.8% | +83.7% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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