-64.8%
SPCH vs UAL
-6.7%
-58.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +2.0% | +14.8% | +15.7% |
| 7D | -3.0% | +8.2% | -11.2% | -6.4% |
| 30D | -39.8% | +2.3% | -42.2% | -40.3% |
| 3M | +16.8% | -12.7% | +29.5% | +25.9% |
| All | -64.8% | -6.7% | -58.0% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 1y: compounded portfolio wealth divided by compounded UAL 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…
1y analysis · Full analysis span regression · Available span rolling