+104.2%
UAL vs SYY
+102.5%
+1.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -2.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -13.4% | -2.7% | -10.7% | -11.7% |
| 3M | -2.3% | +5.9% | -8.2% | -7.2% |
| 6M | +13.3% | -2.3% | +15.7% | +13.2% |
| YTD | -4.2% | +13.1% | -17.3% | -16.6% |
| 1Y | +1.4% | +3.8% | -2.4% | -5.6% |
| 3Y | +125.8% | +26.7% | +99.1% | +71.8% |
| 5Y | +130.0% | +19.4% | +110.5% | +89.1% |
| 10Y | +104.2% | +112.0% | -7.8% | +22.5% |
| All | +104.2% | +102.5% | +1.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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