+255.6%
UAL vs SYY
+355.5%
-99.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +0.2% |
| 7D | +8.2% | -7.3% | +15.4% | +15.0% |
| 30D | +2.3% | +0.1% | +2.2% | +1.5% |
| 3M | -12.7% | -8.2% | -4.5% | -6.8% |
| 6M | +12.7% | +6.3% | +6.4% | +4.9% |
| YTD | +0.8% | +7.3% | -6.5% | -10.1% |
| 1Y | +17.8% | +8.5% | +9.3% | +3.6% |
| 3Y | +206.7% | +24.9% | +181.8% | +128.4% |
| 5Y | +113.9% | +8.0% | +105.8% | +85.5% |
| 10Y | +97.0% | +107.2% | -10.2% | -13.0% |
| All | +255.6% | +355.5% | -99.9% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling