+30.1%
SPGI vs UAL
+223.7%
-193.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +1.6% | +12.5% | -10.9% | +0.2% |
| 30D | +16.1% | +12.2% | +3.9% | +14.4% |
| 3M | +15.5% | -2.6% | +18.0% | +15.5% |
| 6M | +19.6% | +21.1% | -1.4% | +16.1% |
| YTD | -3.6% | +7.8% | -11.4% | -5.6% |
| 1Y | +2.2% | +25.4% | -23.2% | -2.2% |
| 3Y | +30.1% | +217.3% | -187.2% | +8.5% |
| All | +30.1% | +223.7% | -193.5% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling