+112.3%
UAL vs SUI
-26.3%
+138.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.7% |
| 7D | +8.2% | +6.2% | +1.9% | +5.4% |
| 30D | +2.3% | +8.6% | -6.3% | -1.6% |
| 3M | -12.7% | +1.0% | -13.7% | -13.3% |
| 6M | +12.7% | -2.6% | +15.3% | +13.1% |
| YTD | +0.8% | -0.1% | +1.0% | 0.0% |
| 1Y | +17.8% | +0.5% | +17.3% | +16.3% |
| 3Y | +206.7% | +15.3% | +191.4% | +175.4% |
| All | +112.3% | -26.3% | +138.6% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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